This article appeared in a journal published by Elsevier. The attached copy is furnished to the author for internal non-commercial research and education use, including for instruction at the authors institution and shar - Numerical partial differential equations - Document - PDFSEARCH.IO

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	This article appeared in a journal published by Elsevier. The attached copy is furnished to the author for internal non-commercial research and education use, including for instruction at the authors institution and shar Add to Reading List Document Date: 2009-10-05 02:39:58 Open Document File Size: 465,93 KB Share Result on Facebook Company Ó 2009 Elsevier Inc. / / Country Ireland / / / IndustryTerm start-up / few analytic solutions / analytical solution / self-similarity solution / closed-form solution / self-similar solution / analytical solutions / numerical solutions / numerical solution / / NaturalFeature Mt Dn / / Organization Department of Mathematics and Statistics / / Position Author / Mt 2Dn 2Dn ð57Þ Author / representative / author for internal non-commercial research / ð33Þ Author / http / Product Stefan / Crank / / PublishedMedium Elsevier / / URL www.elsevier.com/locate/amc / http / SocialTag Numerical analysis Differential equations Crank–Nicolson method Mathematical finance Discretization Partial differential equation Finite difference Heat equation Thorn Mathematical analysis

This article appeared in a journal published by Elsevier. The attached copy is furnished to the author for internal non-commercial research and education use, including for instruction at the authors institution and sharAdd to Reading List