نتایج جستجو برای: nicolson method

تعداد نتایج: 1630432  

Journal: :Thermal Science 2022

In this study, the meshless collocation approach is used to determine numerical solution generalized time-fractional Gardner equation. The Crank-Nicolson technique approximate space derivatives, whereas Caputo derivative of fractional order first time derivative. solutions, which show method?s efficacy and accuracy, are pro?vided discussed. shows that our method effective in producing extremely...

2010
Christina C. Christara Duy Minh Dang

We develop space-time adaptive and high-order methods for valuing American options using a partial differential equation (PDE) approach. The linear complementarity problem arising due to the free boundary is handled by a penalty method. Both finite difference and finite element methods are considered for the space discretization of the PDE, while classical finite differences, such as Crank-Nico...

Journal: :Mathematics 2023

In this paper, we investigate a practical numerical method for solving one-dimensional two-sided space-fractional diffusion equation with variable coefficients in finite domain, which is based on the classical Crank-Nicolson (CN) combined Richardson extrapolation. Second-order exact estimates time and space are obtained. The unconditional stability convergence of tested. Two examples also prese...

2014
Zahari Zlatev Ivan Dimov István Faragó Krassimir Georgiev Ágnes Havasi Tzvetan Ostromsky Roderick Melnik

Advection equations appear often in large-scale mathematical models arising in many fields of science and engineering. The Crank-Nicolson scheme can successfully be used in the numerical treatment of such equations. The accuracy of the numerical solution can sometimes be increased substantially by applying the Richardson Extrapolation. Two theorems related to the accuracy of the calculations wi...

Journal: :Comput. Meth. in Appl. Math. 2010
Wolfgang Bangerth Michael Geiger Rolf Rannacher

This paper gives an overview of adaptive discretization methods for linear second-order hyperbolic problems such as the acoustic or the elastic wave equation. The emphasis is on Galerkin-type methods for spatial as well as temporal discretization, which also include variants of the Crank-Nicolson and the Newmark finite difference schemes. The adaptive choice of space and time meshes follows the...

Journal: :Discrete and Continuous Dynamical Systems-series B 2021

In this paper, by combining of fractional centered difference approach with alternating direction implicit method, we introduce a mixed method for solving two-dimensional Riesz space advection-dispersion equation. The proposed is fourth order operator in spatial directions and second Crank-Nicolson temporal direction. By reviewing the consistency stability convergen...

In this paper, European option pricing with stochastic volatility forecasted by well known GARCH model is discussed in context of Indian financial market. The data of Reliance Ltd. stockprice from 3/01/2000 to 30/03/2009 is used and resulting partial differential equation is solved byCrank-Nicolson finite difference method for various interest rates and maturity in time. Thesensitivity measures...

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