The study of differential-difference equations and boundary value problems occupies an essential niche in applied mathematics, linking the theory of differential operators with discrete translation ...

Difference equations, serving as the discrete analogue to differential equations, have long been a linchpin in the study of dynamic systems. These equations define sequences recursively, and their ...

The paper discusses asymptotic stability conditions for a four-parameter linear difference equation appearing in the process of discretization of a delay differential equation. We present two types of ...

In this paper we investigate the effectiveness of alternating direction implicit (ADI) time-discretization schemes in the numerical solution of the three-dimensional Heston-Hull-White partial ...