ListarAM - Artículos por tema "Convection-diffusion equations"
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Pseudospectral Roaming Contour Integral Methods for Convection-Diffusion Equations
(SPRINGER, 2021-09-07)We generalize ideas in the recent literature and develop new ones in order to propose a general class of contour integral methods for linear convection–diffusion PDEs and in particular for those arising in finance. These ...