Crank-Nicolson ADI finite difference/compact difference schemes for the 3D tempered integrodifferential equation associated with Brownian motion (Q6156115)
From MaRDI portal
scientific article; zbMATH DE number 7694960
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Crank-Nicolson ADI finite difference/compact difference schemes for the 3D tempered integrodifferential equation associated with Brownian motion |
scientific article; zbMATH DE number 7694960 |
Statements
Crank-Nicolson ADI finite difference/compact difference schemes for the 3D tempered integrodifferential equation associated with Brownian motion (English)
0 references
12 June 2023
0 references
three-dimensional tempered integrodifferential equation
0 references
trapezoidal convolution quadrature rule
0 references
ADI finite difference/compact difference methods
0 references
convergence analysis
0 references
numerical examples
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
