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High-order compact finite difference scheme for solving one-dimensional fractional diffusion equation is considered in this paper… Expand In this paper, we consider the numerical resolution of a time-fractional diffusion equation, which is obtained from the standard… Expand Fractional order partial differential equations are generalizations of classical partial differential equations. Increasingly… Expand A numerical method to solve the fractional diffusion equation, which could also be easily extended to many other fractional… Expand The Pricing Equations. Analysis of Finite Difference Methods. Special Issues. Coordinate Transformations. Numerical Examples… Expand Keywords: elements : finis ; equations : differentielles ; methodes de : calcul ; mathematiques Reference Record created on 2005… Expand The theoretical basis for the integrated finite difference method (IFDM) is presented to describe a powerful numerical technique… Expand two methods rapidly deteriorates. This effect, known as “grid dispersion,” must be taken into account in order to avoid erroneous… Expand A finite difference equation formulation for the equations of elasticity is presented and applied to the problem of a layered… Expand The method of characteristics used for numerical computation of solutions of fluid dynamical equations is characterized by a… Expand