[1] An alternating-direction hybrid implicit-explicit finite-difference time-domain method for the Schrödinger equation. Journal of Computational and Applied Mathematics (2022).

An implicit finite difference discretization is performed on time-dependent non-uniform grids. During time stepping, solutions are interpolated from one grid to another, using Lagrange interpolations.

We analyze finite difference methods for the Gross-Pitaevskii equation with an angular momentum rotation term in two and three dimensions and obtain the optimal convergence rate, for the conservative ...

John Hull, Alan White, Valuing Derivative Securities Using the Explicit Finite Difference Method, The Journal of Financial and Quantitative Analysis, Vol. 25, No. 1 (Mar., 1990), pp. 87-100 ...

Explore the methodologies of the finite element method (FEM), finite difference method (FDM) and finite volume method (FVM) to grasp their computational intricacies and application-specific ...