This paper suggests a modification to the explicit finite difference method for valuing derivative securities. The modification ensures that, as smaller time intervals are considered, the calculated ...

[1] An alternating-direction hybrid implicit-explicit finite-difference time-domain method for the Schrödinger equation. Journal of Computational and Applied Mathematics (2022).

The explicit-jump immersed interface method (EJIIM) was developed following Li's fast iterative immersed interface method (FIIIM), recognizing that the foundation for the efficient solution of many ...

It consists of 12 chapters within four sections including: the variational principles and formulation of the explicit finite element method for nonlinear transient dynamics; the finite element ...

Finite-Difference Time-Domain (FDTD) methods have become a cornerstone in the simulation of electromagnetic phenomena, enabling researchers to solve Maxwell’s equations through discretisation in ...