Compact higher order discretization of 3D generalized convection diffusion equation with variable coefficients in nonuniform grids

Author:

Deka Dharmaraj,Sen Shuvam

Funder

Science and Engineering Research Board

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference69 articles.

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3. High-order compact finite difference scheme for option pricing in stochastic volatility models;Düring;J. Comput. Appl. Math.,2012

4. Convergence of the modified Craig–Sneyd scheme for two-dimensional convection-diffusion equations with mixed derivative term;int Hout;J. Comput. Appl. Math.,2016

5. Formulation and experiments with high-order compact schemes for nonuniform grids;Spotz;Int. J. Numer. Methods Heat Fluid Flow,1998

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