Crank-Nicolson time-marching.

Crank-Nicolson time-marching.

This entry describes the Crank-Nicolson time-marching discretisation and its numerical properties. It also presents the Rannacher startup procedure which is required to achieve second order accuracy for the option value and its first and second derivatives, and discusses extensions to nonlinear and...

Бүрэн тодорхойлолт

Номзүйн дэлгэрэнгүй
Үндсэн зохиолч:	Giles, M
Формат:	Working paper
Хэл сонгох:	English
Хэвлэсэн:	Oxford-Man Institute of Quantitative Finance 2008

Ижил төстэй зүйлс

Convergence analysis of Crank-Nicolson and Rannacher time-marching
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The impact of a natural time change on the convergence of the Crank-Nicolson scheme
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The impact of a natural time change on the convergence of the Crank-Nicolson scheme
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A Crank-Nicolson Scheme for the Dirichlet-to-Neumann Semigroup
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Solving burgers equation using crank-nicolson method /
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Explicit FDTD method based on iterated Crank–Nicolson scheme
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Determining European Options Values through Crank-Nicolson Method
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A Crank-Nicolson Method of Autocatalytic Reaction-Diffusion Systems
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The Splitting Crank–Nicolson Scheme with Intrinsic Parallelism for Solving Parabolic Equations
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Numerical solution of nonlinear schrodinger equation using crank-nicolson method /
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Numerical solution of nonlinear schrodinger equation using crank-nicolson method /
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A Crank–Nicolson Compact Difference Method for Time-Fractional Damped Plate Vibration Equations
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An alternating segment Crank–Nicolson parallel difference scheme for the time fractional sub-diffusion equation
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Solving Advection Equations by Applying the Crank-Nicolson Scheme Combined with the Richardson Extrapolation
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A Crank–Nicolson collocation spectral method for the two-dimensional telegraph equations
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Crank-Nicolson Legendre spectral approximation for space-fractional Allen-Cahn equation
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Fractional Crank-Nicolson-Galerkin Finite Element Methods for Nonlinear Time Fractional Parabolic Problems with Time Delay
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Error analysis of Crank–Nicolson-FEM for Fitzhugh–Nagumo system with Robin boundary conditions
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A numerical approximation for the solution of a time-fractional telegraph equation based on the Crank–Nicolson method
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A Crank–Nicolson Finite Volume Element Method for Time Fractional Sobolev Equations on Triangular Grids
-н: Jie Zhao, зэрэг
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A semi-Lagrangian Crank-Nicolson algorithm for the numerical solution of advection-diffusion problems
-н: Spiegelman, M, зэрэг
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Crank-Nicolson finite difference method for two-dimensional fractional sub-diffusion equation
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A Newton Linearized Crank-Nicolson Method for the Nonlinear Space Fractional Sobolev Equation
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Modified Crank-Nicolson Difference Schemes for Nonlocal Boundary Value Problem for the Schrödinger Equation
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An efficient method to solve the fuzzy Crank–Nicolson scheme with application to the groundwater flow problem
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The Crank–Nicolson finite element method for the 2D uniform transmission line equation
-н: Hulin Ren, зэрэг
Хэвлэсэн: (2020-04-01)

An optimized finite difference Crank-Nicolson iterative scheme for the 2D Sobolev equation
-н: Hong Xia, зэрэг
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Solution of parabolic PDEs by modified quintic B-spline Crank-Nicolson collocation method
-н: Mohammad Tamsir, зэрэг
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A Crank-Nicolson finite volume element method for two-dimensional Sobolev equations
-н: Zhendong Luo
Хэвлэсэн: (2016-08-01)

Crank-Nicolson method for evaluation of solutions of partial differential equations of the heat conduction type /
-н: 492285 Azlin Rifhan Abdul Rahman, зэрэг
Хэвлэсэн: (2010)

Solving one dimensional burgers equation using crank-nicolson and cubic spline methods /
-н: Norshahera Sallehudin, 1986- author, зэрэг
Хэвлэсэн: (2013)

Corrigendum to “Fractional Crank-Nicolson-Galerkin Finite Element Methods for Nonlinear Time Fractional Parabolic Problems with Time Delay”
-н: Lili Li, зэрэг
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Fast Crank-Nicolson compact difference scheme for the two-dimensional time-fractional mobile/immobile transport equation
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A Second-Order Crank-Nicolson-Type Scheme for Nonlinear Space–Time Reaction–Diffusion Equations on Time-Graded Meshes
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