31 citations · 32 across the 8 of their papers we have counts for
6 papers · 1 filter
A Front Fixing Implicit Finite Difference Method for the American Put Options Model
Riccardo Fazio, Alessandra Insana, Alessandra Jannelli
In this paper, we present an implicit finite difference method for the numerical solution of the Black-Scholes model of American put options without dividend payments. We combine t…
A Non-Standard Finite Difference Scheme for MHD Boundary Layer Fluid Flow
Riccardo Fazio, Alessandra Jannelli
This paper deals with a non-standard finite difference scheme defined on a quasi-uniform mesh for approximate solutions of the MHD boundary layer flow of an incompressible fluid pa…
A Finite Difference Method on Quasi-uniform Mesh for Time-Fractional Advection-Diffusion Equations with Source Term
Riccardo Fazio, Alessandra Jannelli
The present paper deals with the numerical solution of time-fractional advection-diffusion equations involving the Caputo derivative with source term by means of an unconditionally…
A Posteriori Error Estimator for a Non-Standard Finite Difference Scheme Applied to BVPs on Infinite Intervals
Riccardo Fazio, Alessandra Jannelli
In this paper, we present a study of an a posteriori estimator for the discretization error of a non-standard finite difference scheme applied to boundary value problems defined on…
Numerical Methods for a Nonlinear BVP Arising in Physical Oceanography
Riccardo Fazio, Alessandra Jannelli
In this paper we report and compare the numerical results for an ocean circulation model obtained by the classical truncated boundary formulation, the free boundary approach and a…
Finite difference schemes on quasi-uniform grids for Bvps on infinite intervals
Riccardo Fazio, Alessandra Jannelli
The classical numerical treatment of boundary value problems defined on infinite intervals is to replace the boundary conditions at infinity by suitable boundary conditions at a fi…