On the nonstandard finite difference method for reaction–diffusion models
Author
Abstract
Suggested Citation
DOI: 10.1016/j.chaos.2022.112929
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Ahmed, Nauman & Rafiq, Muhammad & Adel, Waleed & Rezazadeh, Hadi & Khan, Ilyas & Nisar, Kottakkaran Sooppy, 2020. "Structure Preserving Numerical Analysis of HIV and CD4+T-Cells Reaction Diffusion Model in Two Space Dimensions," Chaos, Solitons & Fractals, Elsevier, vol. 139(C).
- Elaiw, A.M. & Alshaikh, M.A., 2020. "Stability preserving NSFD scheme for a general virus dynamics model with antibody and cell-mediated responses," Chaos, Solitons & Fractals, Elsevier, vol. 138(C).
- Company, Rafael & Jódar, Lucas & Pintos, José-Ramón, 2012. "A consistent stable numerical scheme for a nonlinear option pricing model in illiquid markets," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 82(10), pages 1972-1985.
- Mickens, Ronald E., 2003. "A nonstandard finite difference scheme for the diffusionless Burgers equation with logistic reaction," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 62(1), pages 117-124.
- Dimitrov, Dobromir T. & Kojouharov, Hristo V., 2008. "Nonstandard finite-difference methods for predator–prey models with general functional response," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 78(1), pages 1-11.
- Wood, Daniel T. & Kojouharov, Hristo V. & Dimitrov, Dobromir T., 2017. "Universal approaches to approximate biological systems with nonstandard finite difference methods," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 133(C), pages 337-350.
- Mickens, Ronald E., 2016. "NSFD scheme for acoustic propagation with the linearized Euler equations," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 127(C), pages 189-193.
- Hongpeng Guo & Zhiming Guo, 2021. "Traveling Waves Solutions for Delayed Temporally Discrete Non-Local Reaction-Diffusion Equation," Mathematics, MDPI, vol. 9(16), pages 1-20, August.
- Liu, Hong & Yong, Jiongmin, 2005. "Option pricing with an illiquid underlying asset market," Journal of Economic Dynamics and Control, Elsevier, vol. 29(12), pages 2125-2156, December.
- Ahmed, Nauman & Ali, Mubasher & Baleanu, Dumitru & Rafiq, Muhammad & Rehman, Muhammad Aziz ur, 2020. "Numerical analysis of diffusive susceptible-infected-recovered epidemic model in three space dimension," Chaos, Solitons & Fractals, Elsevier, vol. 132(C).
- Jang, Junyoung & Kwon, Hee-Dae & Lee, Jeehyun, 2020. "Optimal control problem of an SIR reaction–diffusion model with inequality constraints," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 171(C), pages 136-151.
- Adamu, Elias M. & Patidar, Kailash C. & Ramanantoanina, Andriamihaja, 2021. "An unconditionally stable nonstandard finite difference method to solve a mathematical model describing Visceral Leishmaniasis," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 187(C), pages 171-190.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Hoang, Manh Tuan, 2022. "Reliable approximations for a hepatitis B virus model by nonstandard numerical schemes," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 193(C), pages 32-56.
- Ahmadian, D. & Farkhondeh Rouz, O. & Ivaz, K. & Safdari-Vaighani, A., 2020. "Robust numerical algorithm to the European option with illiquid markets," Applied Mathematics and Computation, Elsevier, vol. 366(C).
- Hoang, Manh Tuan, 2022. "Positivity and boundedness preserving nonstandard finite difference schemes for solving Volterra’s population growth model," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 199(C), pages 359-373.
- Manuel L. Esquível & Nadezhda P. Krasii & Pedro P. Mota & Victoria V. Shamraeva, 2023. "Coupled Price–Volume Equity Models with Auto-Induced Regime Switching," Risks, MDPI, vol. 11(11), pages 1-20, November.
- Olaf Korn & Paolo Krischak & Erik Theissen, 2019.
"Illiquidity transmission from spot to futures markets,"
Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(10), pages 1228-1249, October.
- Korn, Olaf & Krischak, Paolo & Theissen, Erik, 2017. "Illiquidity transmission from spot to futures markets," CFR Working Papers 14-10, University of Cologne, Centre for Financial Research (CFR), revised 2017.
- Bruno Bouchard & G. Loeper & Y. Zou, 2017. "Hedging of covered options with linear market impact and gamma constraint," Post-Print hal-01611790, HAL.
- Frédéric Abergel & Grégoire Loeper, 2013. "Pricing and hedging contingent claims with liquidity costs and market impact," Working Papers hal-00802402, HAL.
- Sergey Isaenko & Rui Zhong, 2015. "Liquidity premium in the presence of stock market crises and background risk," Quantitative Finance, Taylor & Francis Journals, vol. 15(1), pages 79-90, January.
- Michail Anthropelos & Scott Robertson & Konstantinos Spiliopoulos, 2018. "Optimal Investment, Demand and Arbitrage under Price Impact," Papers 1804.09151, arXiv.org, revised Dec 2018.
- Bruno Bouchard & Xiaolu Tan, 2022. "Understanding the dual formulation for the hedging of path-dependent options with price impact," Post-Print hal-02398881, HAL.
- B. Bouchard & G. Loeper & Y. Zou, 2015. "Almost-sure hedging with permanent price impact," Papers 1503.05475, arXiv.org.
- Aníbal Coronel & Fernando Huancas & Esperanza Lozada & Marko Rojas-Medar, 2021. "The Dubovitskii and Milyutin Methodology Applied to an Optimal Control Problem Originating in an Ecological System," Mathematics, MDPI, vol. 9(5), pages 1-17, February.
- Sungjun Cho & Chanaka N. Ganepola & Ian Garrett, 2019. "An analysis of illiquidity in commodity markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(8), pages 962-984, August.
- Ljudmila A. Bordag & Ruediger Frey, 2007. "Nonlinear option pricing models for illiquid markets: scaling properties and explicit solutions," Papers 0708.1568, arXiv.org.
- Masoud Saade & Sebastian Aniţa & Vitaly Volpert, 2023. "Dynamics of Persistent Epidemic and Optimal Control of Vaccination," Mathematics, MDPI, vol. 11(17), pages 1-15, September.
- Youssef El-Khatib & Abdulnasser Hatemi-J, 2023.
"On a regime switching illiquid high volatile prediction model for cryptocurrencies,"
Journal of Economic Studies, Emerald Group Publishing Limited, vol. 51(2), pages 485-498, July.
- El-Khatib, Youssef & Hatemi-J, Abdulnasser, 2022. "On a Regime Switching Illiquid High Volatile Prediction Model for Cryptocurrencies," MPRA Paper 114556, University Library of Munich, Germany.
- Tuan Hoang, Manh & Nagy, A.M., 2019. "Uniform asymptotic stability of a Logistic model with feedback control of fractional order and nonstandard finite difference schemes," Chaos, Solitons & Fractals, Elsevier, vol. 123(C), pages 24-34.
- Puneet Pasricha & Song-Ping Zhu & Xin-Jiang He, 2022. "A closed-form pricing formula for European options in an illiquid asset market," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-18, December.
- Vasily E. Tarasov, 2024. "Exact Finite-Difference Calculus: Beyond Set of Entire Functions," Mathematics, MDPI, vol. 12(7), pages 1-37, March.
- Li, Zhe & Zhang, Wei-Guo & Liu, Yong-Jun, 2018. "European quanto option pricing in presence of liquidity risk," The North American Journal of Economics and Finance, Elsevier, vol. 45(C), pages 230-244.
More about this item
Keywords
Nonstandard finite difference; Reaction–diffusion equation; Positivity constraint; Von Neumann stability; Consistency analysis;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:chsofr:v:166:y:2023:i:c:s0960077922011080. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Thayer, Thomas R. (email available below). General contact details of provider: https://www.journals.elsevier.com/chaos-solitons-and-fractals .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.