Compact schemes for variable coefficient convection-diffusion equations. - Anindya Goswami; Kuldip Singh Patel; Pradeep Kumar Sahu (CoRR, 2022)

High-order accurate variable time step compact schemes for pricing vanilla and exotic options. - Pradeep Kumar Sahu; Kuldip Singh Patel (J. Appl. Math. Comput., 2024)

A novel difference equation approach for the stability and robustness of compact schemes for variable coefficient PDEs. - Anindya Goswami; Kuldip Singh Patel; Pradeep Kumar Sahu (Comput. Appl. Math., 2025)