A class of methods, comprising combinations of explicit and implicit methods, for solving systems of conservation laws in one space dimension is developed. The explicit methods of McGuire and Morris ...
We consider the development of high order asymptotic preserving implicit-explicit (IMEX) linear multistep methods for kinetic equations and related problems. The methods are first developed for ...
The IMEX schemes apply the implicit temporal method to only a small portion of the domain and use explicit calculations elsewhere, based on a convenient splitting algorithm. IMEX methods effectively ...
Implicit Monte Carlo (IMC) methods represent a class of numerical techniques crucial for simulating radiative transfer in complex physical systems. These methods utilise statistical sampling to ...
Finite-Difference Time-Domain (FDTD) methods have become a cornerstone in the simulation of electromagnetic phenomena, enabling researchers to solve Maxwell’s equations through discretisation in both ...
In this paper we introduce two methods for the efficient and accurate numerical solution of Black–Scholes models of American options: a penalty method and a front-fixing scheme. In the penalty ...
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