This is a preview. Log in through your library . Abstract A finite difference scheme for the generalized nonlinear Schrödinger equation with variable coefficients is developed. The scheme is shown to ...
Inspired by path integral solutions to the quantum relaxation problem, we develop a numerical method to solve classical stochastic differential equations with multiplicative noise that avoids ...
This paper develops two local mesh-free methods for designing stencil weights and spatial discretization, respectively, for parabolic partial differential equations (PDEs) of ...
Humans have problems with quantum mechanics. We have excellent intuition about the motion of a tennis ball tossed in the air, but what about an electron trapped in a box? The tendency is to use the ...
Consider a scalar, nonlinear conservative difference scheme satisfying the entropy condition. It is shown that difference schemes containing more numerical viscosity will necessarily converge to the ...
In this paper we investigate the effectiveness of alternating direction implicit (ADI) time-discretization schemes in the numerical solution of the three-dimensional Heston-Hull-White partial ...
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