The analysis of the finite difference schemes with nonuniform meshes for the problems of partial differential equations is extremely rare even for very simple problems and even for the method of fully ...

We present the multiplier method of constructing conservative finite difference schemes for ordinary and partial differential equations. Given a system of differential equations possessing ...

Research from all publishers Recent studies have focused on enhancing finite difference schemes by incorporating high-order mimetic operators and curved grid techniques. For example, improvements ...

A free-boundary formulation is considered for the price of American options under jump-diffusion models with finite jump activity. On the free boundary a Cauchy boundary condition holds, due to the ...