Abstract: The recently proposed complying-divergence implicit finite-difference time-domain (CDI-FDTD) method was demonstrated with relatively superior numerical performance, especially with the ...
Abstract: This article presents a rapid calculation approach of the leapfrog complying divergence implicit (LCDI) finite-difference time-domain (FDTD) method incorporating lumped elements for highly ...
Two-phase, incompressible flow in porous media is governed by a system of nonlinear partial differential equations. Convection physically dominates diffusion, and the object of this paper is to ...
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 ...
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