Ordinary differential equations (ODEs) and difference equations serve as complementary tools in the mathematical modelling of processes evolving in continuous and discrete time respectively. Together ...

For this system, the initial values for the concentrations are derived from equilibrium considerations (as a function of parameters) or are provided as known values. The experiment used to collect the ...

Several available methods, known in literatures, are available for solving nth order differential equations and their complexities differ based on the accuracy of the solution. A successful method, ...

In this paper we investigate the effectiveness of alternating direction implicit (ADI) time-discretization schemes in the numerical solution of the three-dimensional Heston-Hull-White partial ...