A nonstandard finite difference scheme for convection-diffusion equations having constant coefficients

DOI10.1016/j.amc.2012.12.068zbMath1286.65097OpenAlexW2163876905MaRDI QIDQ2444255

Matthias Ehrhardt, Ronald E. Mickens

Publication date: 9 April 2014

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2012.12.068

zbMATH Keywords

convection-diffusion equationnumerical examplesoption pricingpositivityair pollutionBlack-Scholes equationnonstandard finite difference methodsubequation method

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Initial-boundary value problems for second-order parabolic equations (35K20) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Ecology (92D40)

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