This paper is devoted to the proof of the convergence properties of a class of finite difference schemes applied to nonlinear complex reaction-diffusion equations. We investigate the accuracy of the ...

A new finite difference scheme is presented for solving two-dimensional, transient, incompressible Navier-Stokes problems on a bounded simply-connected region for which there exists a C 2 invertible ...

Peter Austing shows how to set up finite difference solvers to exactly recover the prices of all vanilla options on the grid. The approach leads to a specific discretisation of Dupire’s formula. It ...

Abstract: We present a finite element method (FEM) for computing equilibrium configurations of liquid crystals with variable degree of orientation. The model consists of a Frank-like energy with an ...