In this paper‎, ‎strong convergence theorems of Ishikawa type implicit iteration‎ ‎process with errors for a finite family of asymptotically‎ ‎nonexpansive in the intermediate sense and asymptotically‎ ‎quasi-pseudocontractive type mappings in normed linear spaces are‎ ‎established by using a new analytical method‎, ‎which essentially‎ ‎improve and extend some recent results obtained by Yang‎ ‎...

in this paper, the temperature distribution around a moving heat source had been investigated including the phase change and non phase change . in non-phase change state, the governing equation was converted to finite difference equation by finite volume method and the equation was solved by alternating direction implicit method. this method was unconditionally stable . in phase change state, t...

In this paper, a new Navier-Stokes solver based on a finite difference approximation is proposed to solve incompressible flows on irregular domains with open and traction boundary conditions, which can be applied to simulations of fluid structure interaction, implicit solvent model for biomolecular applications and other free boundary or interface problems. For this type of problem, the project...

For European plain vanilla options, we investigate the difference between solutions obtained by the full-scale and an approximate Heston-Hull-White (HHW) model. Based on the corresponding two option pricing PDEs, we analyze the quality of the approximation. To confirm the accuracy of the analysis, we solve the HHW PDE, its approximating PDE as well as the PDE for the error, numerically, via a s...

nonstandard finite difference schemes for the black-scholes partial differential equation preserving the positivity property are proposed. computationally simple schemes are derived by using a nonlocal approximation in the reaction term of the black-scholes equation. unlike the standard methods, the solutions of new proposed schemes are positive and free of the spurious oscillations.

A numerical finite difference study has been earned out for two dimensional radiation-natural convection interaction phenomena in a vertical circular pin located at a non-participating (i.e. transparent) fluid. The coupled conservation equations in boundary layer (continuity, momentum, and energy equations) and pin energy equation are solved simultaneously using modified box method and fully im...