Convergence analysis of the discrete duality finite volume scheme for the regularised Heston model

Matúš Tibenský;  ; Angela Handlovičová

doi:10.3934/dcdss.2020226

Convergence analysis of the discrete duality finite volume scheme for the regularised Heston model

Discrete & Continuous Dynamical Systems - S ◽

10.3934/dcdss.2020226 ◽

2018 ◽

Vol 0 (0) ◽

pp. 0-0

Author(s):

Matúš Tibenský ◽

◽

Angela Handlovičová

Keyword(s):

Convergence Analysis ◽

Finite Volume ◽

Heston Model ◽

Finite Volume Scheme ◽

Volume Scheme

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Numerical simulation and convergence analysis of a finite volume scheme for solving general breakage population balance equations

Applied Mathematics and Computation ◽

10.1016/j.amc.2012.10.098 ◽

2013 ◽

Vol 219 (10) ◽

pp. 5140-5151 ◽

Cited By ~ 13

Author(s):

Rajesh Kumar ◽

Jitendra Kumar

Keyword(s):

Numerical Simulation ◽

Convergence Analysis ◽

Finite Volume ◽

Population Balance ◽

Finite Volume Scheme ◽

Balance Equations ◽

Population Balance Equations ◽

Volume Scheme

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Convergence Analysis of a Mixed Finite Volume Scheme for an Elliptic-Parabolic System Modeling Miscible Fluid Flows in Porous Media

SIAM Journal on Numerical Analysis ◽

10.1137/060657236 ◽

2007 ◽

Vol 45 (5) ◽

pp. 2228-2258 ◽

Cited By ~ 21

Author(s):

Claire Chainais-Hillairet ◽

Jérôme Droniou

Keyword(s):

Porous Media ◽

Convergence Analysis ◽

Finite Volume ◽

Parabolic System ◽

System Modeling ◽

Fluid Flows ◽

Finite Volume Scheme ◽

Volume Scheme ◽

Flows In Porous Media ◽

Miscible Fluid

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Development and Convergence Analysis of a Finite Volume Scheme for Solving Breakage Equation

SIAM Journal on Numerical Analysis ◽

10.1137/140980247 ◽

2015 ◽

Vol 53 (4) ◽

pp. 1672-1689 ◽

Cited By ~ 13

Author(s):

Jitendra Kumar ◽

Jitraj Saha ◽

Evangelos Tsotsas

Keyword(s):

Convergence Analysis ◽

Finite Volume ◽

Finite Volume Scheme ◽

Volume Scheme

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Convergence analysis of a vertex-centered finite volume scheme for a copper heap leaching model

Mathematical Methods in the Applied Sciences ◽

10.1002/mma.1234 ◽

2009 ◽

pp. n/a-n/a

Author(s):

Emilio Cariaga ◽

Fernando Concha ◽

Iuliu Sorin Pop ◽

Mauricio Sepúlveda

Keyword(s):

Convergence Analysis ◽

Finite Volume ◽

Heap Leaching ◽

Finite Volume Scheme ◽

Volume Scheme ◽

Copper Heap Leaching

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Finite volume scheme for multi-dimensional drift-diffusion equations and convergence analysis

ESAIM Mathematical Modelling and Numerical Analysis ◽

10.1051/m2an:2003028 ◽

2003 ◽

Vol 37 (2) ◽

pp. 319-338 ◽

Cited By ~ 42

Author(s):

Claire Chainais-Hillairet ◽

Jian-Guo Liu ◽

Yue-Jun Peng

Keyword(s):

Convergence Analysis ◽

Finite Volume ◽

Diffusion Equations ◽

Finite Volume Scheme ◽

Drift Diffusion ◽

Volume Scheme

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Convergence Analysis of a Colocated Finite Volume Scheme for the Incompressible Navier–Stokes Equations on General 2D or 3D Meshes

SIAM Journal on Numerical Analysis ◽

10.1137/040613081 ◽

2007 ◽

Vol 45 (1) ◽

pp. 1-36 ◽

Cited By ~ 28

Author(s):

R. Eymard ◽

R. Herbin ◽

J. C. Latché

Keyword(s):

Convergence Analysis ◽

Finite Volume ◽

Stokes Equations ◽

Navier Stokes ◽

Finite Volume Scheme ◽

Navier Stokes Equations ◽

Volume Scheme

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Diamond--cell finite volume scheme for the Heston model

Discrete & Continuous Dynamical Systems - S ◽

10.3934/dcdss.2015.8.913 ◽

2015 ◽

Vol 8 (5) ◽

pp. 913-931 ◽

Cited By ~ 1

Author(s):

Pavol Kútik ◽

◽

Karol Mikula ◽

Keyword(s):

Finite Volume ◽

Heston Model ◽

Finite Volume Scheme ◽

Volume Scheme

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Convergence analysis of a finite volume scheme for solving non-linear aggregation-breakage population balance equations

Kinetic and Related Models ◽

10.3934/krm.2014.7.713 ◽

2014 ◽

Vol 7 (4) ◽

pp. 713-737 ◽

Cited By ~ 6

Author(s):

Rajesh Kumar ◽

◽

Jitendra Kumar ◽

Gerald Warnecke ◽

◽

...

Keyword(s):

Convergence Analysis ◽

Finite Volume ◽

Population Balance ◽

Finite Volume Scheme ◽

Balance Equations ◽

Population Balance Equations ◽

Volume Scheme ◽

Non Linear ◽

Linear Aggregation

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Convergence Analysis of the Upwind Finite Volume Scheme for General Transport Problems

Finite Volumes for Complex Applications VI Problems & Perspectives - Springer Proceedings in Mathematics ◽

10.1007/978-3-642-20671-9_17 ◽

2011 ◽

pp. 155-163

Author(s):

Franck Boyer

Keyword(s):

Convergence Analysis ◽

Finite Volume ◽

Finite Volume Scheme ◽

Volume Scheme ◽

General Transport ◽

Transport Problems

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Convergence analysis of finite volume scheme for nonlinear aggregation population balance equation

Mathematical Methods in the Applied Sciences ◽

10.1002/mma.5581 ◽

2019 ◽

Vol 42 (9) ◽

pp. 3236-3254 ◽

Cited By ~ 5

Author(s):

Mehakpreet Singh ◽

Gurmeet Kaur

Keyword(s):

Convergence Analysis ◽

Finite Volume ◽

Balance Equation ◽

Population Balance ◽

Population Balance Equation ◽

Finite Volume Scheme ◽

Volume Scheme

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