A class of artificial boundary conditions for heat equation in unbounded domains
By Houde Han, Zhongyi Huang. 2002
73 citations recorded by the source corpus.
Subfields: Atomic and Molecular Physics, and Optics, Electrical and Electronic Engineering, Mechanics of Materials
View Paper: https://www.semanticscholar.org/paper/818308734f05876e2c4b374a2de6b8e7efa5bff0
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In Atomic and Molecular Physics, and Optics
In Electrical and Electronic Engineering
In Mechanics of Materials
Citations in the corpus
- A FAST, STABLE AND ACCURATE NUMERICAL METHOD FOR THE BLACK–SCHOLES EQUATION OF AMERICAN OPTIONS (2008, methodology): “The analytic TBC for the heat equation was derived by several authors, e.g. [1], [19], [20].”