Ausgabe 3/2012
Inhalt (10 Artikel)
A New Spectral Element Method for Pricing European Options Under the Black–Scholes and Merton Jump Diffusion Models
Feng Chen, Jie Shen, Haijun Yu
P 1-Nonconforming Quadrilateral Finite Volume Methods for the Semilinear Elliptic Equations
Xinlong Feng, Rongfei Li, Yinnian He, Demin Liu
A Linear Energy Stable Scheme for a Thin Film Model Without Slope Selection
Wenbin Chen, Sidafa Conde, Cheng Wang, Xiaoming Wang, Steven M. Wise
Error Analysis of Chebyshev-Legendre Pseudo-spectral Method for a Class of Nonclassical Parabolic Equation
Tinggang Zhao, Yujiang Wu, Heping Ma
Spectral Approximation of Partial Differential Equations in Highly Distorted Domains
Tormod Bjøntegaard, Einar M. Rønquist, Øystein Tråsdahl
Static Two-Grid Mixed Finite-Element Approximations to the Navier-Stokes Equations
Javier de Frutos, Bosco García-Archilla, Julia Novo