Search results for "Convection"
showing 10 items of 332 documents
Convergence of a high-order compact finite difference scheme for a nonlinear Black–Scholes equation
2004
A high-order compact finite difference scheme for a fully nonlinear parabolic differential equation is analyzed. The equation arises in the modeling of option prices in financial markets with transaction costs. It is shown that the finite difference solution converges locally uniformly to the unique viscosity solution of the continuous equation. The proof is based on a careful study of the discretization matrices and on an abstract convergence result due to Barles and Souganides.
Role of Indian fluxes in the intraseasonal 10-30 days variability of the African monsoon.
2018
12 pages; International audience; This study focused on the influence of Indian monsoon on the 10-30 days variability of the West African monsoon. One relies on the 500-300 hPa moisture fluxes calculated from specific wind and moisture fields from the ERAInterim reanalysis over the 1998-2008 period. These fluxes carry a signal of a spatio-temporal Rossby wave structure propagating westward from India. In the active phase of high convection of this wave, 500-300 hPa fluxes are Easterly. This high-tropospheric Rossby wave signal from the Indian monsoon area would modulate the dynamics over the Sahel.