Generalized Fibonacci-like sequences appear in finite difference approximations of the Partial Differential Equations based upon replacing partial differential equations by finite difference equations. This paper studies properties of the generalized Fibonacci-like sequence . It is shown that this sequence is periodic with the period ( ) if | | .

Radial basis functions (RBFs) are receiving much attention as a tool for solving PDEs because of their ability to achieve spectral accuracy also with unstructured node layouts. Such node sets provide both geometric flexibility and opportunities for local node refinement. In spite of requiring a somewhat larger total number of nodes for the same accuracy, RBF-generated finite difference (RBF-FD)...

An investigation into the dynamic characterisation of a rectangular flexible plate structure is presented and a simulation algorithm characterising the behaviour of the plate is developed using finite difference methods. A thin, rectangular plate, with all edges clamped, is considered. The investigation is accomplished by varying the width over the length ratio of the plate. The algorithm is im...

A positivity-preserving numerical method for nonlinear Black-Scholes models is developed in this paper. The numerical method is based on a nonstandard approximation of the second partial derivative. The scheme is not only unconditionally stable and positive, but also allows us to solve the discrete equation explicitly. Monotone properties are studied in order to avoid unwanted oscillations of t...

The finite volume method combines the advantage of the finite element method and the finite difference method, while overcoming their shortcomings. This paper describes the development of the finite volume method and the process of using finite volume method for fluid calculations. Finally, this paper introduces the process of using improved finite volume method for solving the flow equations o...

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We study a superreplication problem of European options with gamma constraints, in mathematical finance. The initially unbounded control problem is set back to a problem involving a viscosity PDE solution with a set of bounded controls. Then a numerical approach is introduced, inconditionnally stable with respect to the mesh steps. A generalized finite difference scheme is used since basic fini...