Pricing passport option using higher order compact scheme

An efficient higher order compact scheme to capture heat transfer solutions in spherical geometry

Computer Physics Communications ◽

10.1016/j.cpc.2012.06.001 ◽

2012 ◽

Vol 183 (11) ◽

pp. 2337-2345 ◽

Cited By ~ 18

Author(s):

T.V.S. Sekhar ◽

B. Hema Sundar Raju

Keyword(s):

Heat Transfer ◽

Spherical Geometry ◽

Higher Order ◽

Compact Scheme

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A semi-discrete higher order compact scheme for the unsteady two-dimensional Schrödinger equation

Journal of Computational and Applied Mathematics ◽

10.1016/j.cam.2005.10.032 ◽

2006 ◽

Vol 197 (1) ◽

pp. 141-149 ◽

Cited By ~ 24

Author(s):

Jiten C. Kalita ◽

Puneet Chhabra ◽

Sudhanshu Kumar

Keyword(s):

Schrödinger Equation ◽

Schrodinger Equation ◽

Higher Order ◽

Compact Scheme ◽

Two Dimensional

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Efficient higher order compact scheme for deforming unstructured meshes

10.2514/6.1996-415 ◽

1996 ◽

Author(s):

A. Boschitsch ◽

T. Quackenbush

Keyword(s):

Unstructured Meshes ◽

Higher Order ◽

Compact Scheme

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Higher-order compact scheme for high-performance computing of stratified rotating flows

Computers & Fluids ◽

10.1016/j.compfluid.2018.07.016 ◽

2018 ◽

Vol 174 ◽

pp. 300-310 ◽

Cited By ~ 1

Author(s):

Stéphane Abide ◽

Stéphane Viazzo ◽

Isabelle Raspo ◽

Anthony Randriamampianina

Keyword(s):

High Performance Computing ◽

High Performance ◽

Higher Order ◽

Rotating Flows ◽

Compact Scheme ◽

Performance Computing

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A robust higher order compact scheme for solving general second order partial differential equation with derivative source terms on nonuniform curvilinear meshes

Computers & Mathematics with Applications ◽

10.1016/j.camwa.2017.06.031 ◽

2017 ◽

Vol 74 (6) ◽

pp. 1414-1434 ◽

Cited By ~ 3

Author(s):

Swapan K. Pandit ◽

Anirban Chattopadhyay

Keyword(s):

Differential Equation ◽

Partial Differential Equation ◽

Higher Order ◽

Second Order ◽

Compact Scheme ◽

Order Partial Differential Equation ◽

Source Terms ◽

Partial Differential

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Higher order semi compact scheme to solve transient incompressible Navier-Stokes equations

Computational Mechanics ◽

10.1007/s00466-004-0633-6 ◽

2004 ◽

Vol 35 (6) ◽

pp. 441-448 ◽

Cited By ~ 11

Author(s):

Y. V. S. S. Sanyasiraju ◽

V. Manjula

Keyword(s):

Stokes Equations ◽

Higher Order ◽

Compact Scheme ◽

Navier Stokes ◽

Navier Stokes Equations

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An improved (9,5) higher order compact scheme for the transient two-dimensional convection–diffusion equation

International Journal for Numerical Methods in Fluids ◽

10.1002/fld.1133 ◽

2006 ◽

Vol 51 (7) ◽

pp. 703-717 ◽

Cited By ~ 14

Author(s):

Jiten C. Kalita ◽

Puneet Chhabra

Keyword(s):

Diffusion Equation ◽

Higher Order ◽

Compact Scheme ◽

Two Dimensional ◽

Convection Diffusion ◽

Convection Diffusion Equation

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Exponential higher-order compact scheme for 3D steady convection–diffusion problem

Applied Mathematics and Computation ◽

10.1016/j.amc.2014.01.153 ◽

2014 ◽

Vol 232 ◽

pp. 1046-1061 ◽

Cited By ~ 1

Author(s):

N. Mohamed ◽

S.A. Mohamed ◽

L.F. Seddek

Keyword(s):

Diffusion Problem ◽

Higher Order ◽

Compact Scheme ◽

Convection Diffusion ◽

Steady Convection

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A higher order compact scheme for the nonlinear advection diffusion processes

Proceedings of the Institute of Mathematics and Mechanics,National Academy of Sciences of Azerbaijan ◽

10.29228/proc.10 ◽

2019 ◽

Vol 45 (45) ◽

pp. 295-310

Author(s):

Murat Sari - Sufii H. Mussa - Huseyin Tunc

Keyword(s):

Diffusion Processes ◽

Higher Order ◽

Compact Scheme ◽

Advection Diffusion ◽

Nonlinear Advection

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Modeling of Shallow-Water Equations by Using Implicit Higher-Order Compact Scheme with Application to Dam-Break Problem

Journal of Applied & Computational Mathematics ◽

10.4172/2168-9679.1000132 ◽

2013 ◽

Vol 02 (03) ◽

Author(s):

Jafar Bagheri Samir K Das

Keyword(s):

Shallow Water ◽

Shallow Water Equations ◽

Higher Order ◽

Dam Break ◽

Compact Scheme

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