In this paper, a high-order method for solving the Schrodinger equation is introduced. We apply a compact finite difference approximation for discretizing spatial derivatives and we use the C-cubic spline collocation method for the time integration of the resulting linear system of ordinary differential equations. The proposed method has fourth-order accuracy in both space and time variables. W...

We consider pricing options in a jump-diffusion model which requires solving a partial integro-differential equation. Discretizing the spatial direction with a fourth order compact scheme leads to a linear system of ordinary differential equations. For the temporal direction, we utilize the favorable boundary value methods owing to their advantageous stability properties. In addition, the resul...

The present paper focuses on numerical study for an inclined magneto-hydrodynamic effect on free convection flow of a tangent hyperbolic nanofluid embedded with Carbon nanotubes (CNTs) over a stretching surface taking velocity and thermal slip into account. Two types of nanoparticles are considered for the study; they are single and multi-walled nanotubes. The presentation of single-parameter g...

the aim of the present paper is to study the cu-water nanofluid flow and heat transfer characteristics of a stretching permeable cylinder. thermal radiation effect is considered in energy equation. the governing partial differential equations with the corresponding boundary conditions are reduced to a set of ordinary differential equations with the appropriate boundary conditions using similari...