Numerical solution of fractional Black‐Scholes model of American put option pricing via a nonstandard finite difference method: Stability and convergent analysis
Sign Up to like & getrecommendations! Published in 2019 at "Mathematical Methods in the Applied Sciences"
DOI: 10.1002/mma.5913
Abstract: In this paper, a free boundary fractional Black‐Scholes (FBS) model of American put option pricing is investigated. To convert the free boundary FBS model to a model with known boundary condition, the quasi‐stationary method is… read more here.
Keywords: put option; nonstandard finite; american put; finite difference ... See more keywords
Numerical dynamics of nonstandard finite difference schemes for a computer virus propagation model
Sign Up to like & getrecommendations! Published in 2019 at "International Journal of Dynamics and Control"
DOI: 10.1007/s40435-019-00604-y
Abstract: In this paper, we construct and analyze nonstandard finite difference (NSFD) schemes for a computer virus propagation model. We prove theoretically that the proposed NSFD schemes preserve essential qualitative properties of the continuous model. These… read more here.
Keywords: difference; schemes computer; computer virus; model ... See more keywords
A nonstandard finite difference method for solving a mathematical model of HIV-TB co-infection
Sign Up to like & getrecommendations! Published in 2017 at "Journal of Difference Equations and Applications"
DOI: 10.1080/10236198.2017.1318859
Abstract: We design and analyze an unconditionally convergent nonstandard finite-difference method to study transmission dynamics of a mathematical model of HIV-TB co-infection. The dynamics of this model are studied using the qualitative theory of dynamical systems.… read more here.
Keywords: method; model; finite difference; nonstandard finite ... See more keywords
Accelerated nonstandard finite difference method for singularly perturbed Burger-Huxley equations
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DOI: 10.1186/s13104-021-05858-4
Abstract: Objective The main purpose of this paper is to present an accelerated nonstandard finite difference method for solving the singularly perturbed Burger-Huxley equation in order to produce more accurate solutions. Results The quasilinearization technique is… read more here.
Keywords: difference; finite difference; nonstandard finite; accelerated nonstandard ... See more keywords
Approximate Solutions for a Class of Predator-Prey Systems with Nonstandard Finite Difference Schemes
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DOI: 10.3390/sym14081660
Abstract: In this paper, we construct new nonstandard finite difference schemes to approximate a set of positive solutions for the predator–prey model, which contains different functional responses. The organization of the denominator of the discrete derivative… read more here.
Keywords: nonstandard finite; predator prey; difference schemes; finite difference ... See more keywords