[HTML][HTML] A numerical approach for solving linear integro-differential-difference equations with Boubaker polynomial bases

S Yalçınbaş, T Akkaya - Ain Shams Engineering Journal, 2012 - Elsevier
In this paper, a new collocation method, which is based on Boubaker polynomials, is
introduced for the approximate solutions of mixed linear integro-differential-difference …

[HTML][HTML] Compact finite difference method for American option pricing

J Zhao, M Davison, RM Corless - Journal of Computational and Applied …, 2007 - Elsevier
A compact finite difference method is designed to obtain quick and accurate solutions to
partial differential equation problems. The problem of pricing an American option can be …

A new approach for numerical solution of integro-differential equations via Haar wavelets

Siraj-ul-Islam, I Aziz, M Fayyaz - International Journal of Computer …, 2013 - Taylor & Francis
A new method is proposed for numerical solution of Fredholm and Volterra integro-
differential equations of second kind. The proposed method is based on Haar wavelets …

Polynomial solution of high-order linear Fredholm integro-differential equations with constant coefficients

N Kurt, M Sezer - Journal of the Franklin Institute, 2008 - Elsevier
In this study, a practical matrix method is presented to find an approximate solution of high-
order linear Fredholm integro-differential equations with constant coefficients under the …

An effective approach for numerical solutions of high-order Fredholm integro-differential equations

M Turkyilmazoglu - Applied Mathematics and Computation, 2014 - Elsevier
We propose an effective method to solve high-order linear Fredholm integro-differential
equations having a weak or strong kernel. The target is to construct fast and accurate …

A highly accurate method to solve Fisher's equation

M Bastani, DK Salkuyeh - Pramana, 2012 - Springer
In this study, we present a new and very accurate numerical method to approximate the
Fisher's-type equations. Firstly, the spatial derivative in the proposed equation is …

A new collocation method for solution of mixed linear integro-differential-difference equations

M Gülsu, Y Öztürk, M Sezer - Applied Mathematics and Computation, 2010 - Elsevier
Numerical solution of mixed linear integro-differential-difference equation is presented using
Chebyshev collocation method. The aim of this article is to present an efficient numerical …

[HTML][HTML] A new higher order compact finite difference method for generalised Black–Scholes partial differential equation: European call option

P Roul, VMKP Goura - Journal of Computational and Applied Mathematics, 2020 - Elsevier
This paper presents a high order numerical method based on a uniform mesh to obtain a
highly accurate result for generalized Black–Scholes equation arising in the financial …

[HTML][HTML] Bessel polynomial solutions of high-order linear Volterra integro-differential equations

Ş Yüzbaşı, N Şahı̇n, M Sezer - Computers & Mathematics with …, 2011 - Elsevier
In this study, a practical matrix method, which is based on collocation points, is presented to
find approximate solutions of high-order linear Volterra integro-differential equations (VIDEs) …

A uniformly convergent numerical method for a singularly perturbed Volterra integro-differential equation

BC Iragi, JB Munyakazi - International Journal of Computer …, 2020 - Taylor & Francis
We consider a linear singularly perturbed Volterra integro-differential equation. Our aim is to
design and analyse a finite difference method which is robust with respect to the …