SIAM Journal on Numerical Analysis, Vol. 47, No. 1 (2008/2009), pp. 204-226 (23 pages) We develop the finite element method for the numerical resolution of the space and time fractional Fokker–Planck ...
This is a preview. Log in through your library . Abstract A fully discrete finite difference scheme for dissipative Klein-Gordon-Schrödinger equations in three space dimensions is analyzed. On the ...
This paper develops two local mesh-free methods for designing stencil weights and spatial discretization, respectively, for parabolic partial differential equations (PDEs) of ...
According to Basel III, financial institutions have to charge a credit valuation adjustment (CVA) to account for a possible counterparty default. Calculating this measure and its sensitivities is one ...
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