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THE UNCONDITIONAL STABLE DIFFERENCE METHODS WITH INTRINSIC PARALLELISM FOR TWO DIMENSIONAL SEMILINEAR PARABOLIC SYSTEMS

Journal of Computational Mathematics, Vol. 21, No. 1, SPECIAL ISSUE DEDICATED TO THE 80TH BIRTHDAY OF PROFESSOR ZHOU YULIN (JANUARY 2003), pp. 63-70 (8 pages) In this paper we are going to discuss the ...
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Finite Difference Scheme for Parabolic Problems on Composite Grids with Refinement in Time and Space

Finite difference schemes for transient convection-diffusion problems on grids with local refinement in time and space are constructed and studied. The construction utilizes a modified upwind ...
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Alternating direction implicit finite difference schemes for the Heston-Hull-White partial differential equation

In this paper we investigate the effectiveness of alternating direction implicit (ADI) time-discretization schemes in the numerical solution of the three-dimensional Heston-Hull-White partial ...
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Numerical simulation and applications of the convection–diffusion–reaction equation with the radial basis function in a finite-difference mode

This paper develops two local mesh-free methods for designing stencil weights and spatial discretization, respectively, for parabolic partial differential equations (PDEs) of ...