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math.NA2023★ 10 cited
A grid-overlay finite difference method for the fractional Laplacian on arbitrary bounded domains
Weizhang Huang, Jinye Shen
A grid-overlay finite difference method is proposed for the numerical approximation of the fractional Laplacian on arbitrary bounded domains. The method uses an unstructured simpli…
math.NA2023
A fast compact difference scheme with unequal time-steps for the tempered time-fractional Black-Scholes model
Jinfeng Zhou, Xian-Ming Gu, Yong-Liang Zhao +1
The Black-Scholes (B-S) equation has been recently extended as a kind of tempered time-fractional B-S equations, which becomes an interesting mathematical model in option pricing.…