Sinc methods are now recognized as an efficient numerical method for problems whose solutions may have singularities, or infinite domains, or boundary layers. This work deals with the sinc-collocation ...

1 Department of Mathematics, University of Dhaka, Dhaka, Bangladesh. 2 Institute of Natural Sciences, United International University, Dhaka, Bangladesh. Due to the ability to model various complex ...

Abstract: In this paper, we present a robust and accurate numerical method for solving the generalized Black–Scholes equation governing option pricing. We use a horizontal method of lines to ...

Abstract: This article presents a new numerical computation code based on the collocation spectral method (CSM) to solve the partial differential equation (PDE) describing the potential distribution ...