This paper introduces two new modified fourth-order exponential time differencing Runge–
Kutta (ETDRK) schemes in combination with a global fourth-order compact finite difference …

Cox and Matthews [SM Cox, PC Matthews, Exponential time differencing for stiff systems, J.
Comput. Phys. 176 (2002) 430–455] developed a class of Exponential Time Differencing …

Most option pricing problems have nonsmooth payoffs or discontinuous derivatives at the
exercise price. Discrete barrier options have not only nonsmooth payoffs but also time …

The aims of this paper are to investigate and propose a numerical approximation for a
quenching type diffusion problem associated with a two-sided Riemann-Liouville space …

In this paper, a new second-order exponential time differencing (ETD) method based on the
Cox and Matthews approach is developed and applied for pricing American options with …

Quenching phenomena play important roles in both steady and unsteady combustion
processes. This article studies a compound finite difference method for solving a nonlinear …

In this paper, linearly implicit predictor–corrector methods are proposed for solving space-
fractional reaction–diffusion equations with non-smooth initial data. The methods are based …

Based on exponential time differencing approach, an efficient second order method is
developed for solving systems of partial integral differential equations. The method is …

We propose two fourth-order methods in time for one-dimensional space fractional reaction–
diffusion equations. The methods are based on fourth-order Exponential Time Differencing …

The coupled nonlinear Schrödinger equations are highly used in modeling the various
phenomena in nonlinear fiber optics, like propagation of pulses. Efficient and reliable …