In this study, we develop a new code which uses a hybrid finite difference (HFD) method to
solve a 2‐D bounce‐averaged energy–pitch angle diffusion equation in the outer radiation …

Using our recently introduced hybrid finite difference method, we develop a three‐
dimensional (3‐D) code to solve a fully bounce‐averaged pitch‐angle and energy diffusion …

Earth's radiation belts consist of high-energy charged particles trapped by Earth's magnetic
field. Strong pitch angle diffusion of electrons caused by wave-particle interaction in Earth's …

This is a book on financial modeling that emphasizes computational aspects. It gives a
unified perspective on derivative pricing and hedging across asset classes and is addressed …

In this paper, we introduce a new numerical scheme, based on the ADI (alternating direction
implicit) method, to price American put options with a stochastic volatility model. Upon …

We examine the precipitation loss of ring current protons produced by the electromagnetic
ion cyclotron (EMIC) waves at the location L= 3.5 where the symmetrical ring current …

In this article, a simple, effective adaptation of Alternating Direction Implicit time
discretization schemes is proposed for the numerical pricing of American-style options under …

Electron acceleration at Saturn due to whistler mode chorus waves has previously been
assumed to be ineffective; new data closer to the planet show it can be very rapid (factor of …

We consider the unconditional stability of second-order ADI schemes in the numerical
solution of finite difference discretizations of multi-dimensional diffusion problems containing …

Stochastic volatility (SV) and local stochastic volatility (LSV) processes can be used to model
the evolution of various financial variables such as FX rates, stock prices and so on …