3 papers
q-fin.CP2019
Compact Finite Difference Scheme with Hermite Interpolation for Pricing American Put Options Based on Regime Switching Model
Chinonso Nwankwo, Weizhong Dai, Ruihua Liu
We consider a system of coupled free boundary problems for pricing American put options with regime-switching. To solve this system, we first employ the logarithmic transformation…
math.CA2018
Adjoint Difference Equation for a Nikiforov-Uvarov-Suslov difference equation of hypergeometric type on Non-uniform Lattices
Jinfa Cheng, Weizhong Dai
In this article, we establish the adjoint equation for Nikiforov-Uvarov-Suslov difference equation of hypergeometric type on non-uniform lattices, and prove it to be a difference e…
quant-ph2012
A G-FDTD Method for Solving the Multi-Dimensional Time-Dependent Schrodinger Equation
Frederick Ira Moxley, Weizhong Dai
The Finite-Difference Time-Domain (FDTD) method is a well-known technique for the analysis of quantum devices. It solves a discretized Schrodinger equation in an explicitly iterati…