Derivation of high-order compact finite difference schemes for non-uniform grid using polynomial interpolation

By Ratnesh K. Shukla, X. Zhong. 2005

127 citations recorded by the source corpus.

Subfields: Computational Mechanics, Numerical Analysis

View Paper: https://www.semanticscholar.org/paper/f46b4d1e438a351b4800b6e78a43ef34094c2a98

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In Numerical Analysis

1. M. Davison
2. Jichao Zhao
3. Robert M Corless
4. Ronald E. Mickens
5. Matthias Ehrhardt

Citations in the corpus

• Compact finite difference method for American option pricing (2007, background): “In recent years, these methods have generated renewed interest and a variety of techniques have been developed [1,15,40,35,36,16,26,46,10].”