The Several numerical techniques have been developed and compared for solving the one-dimensional and three-dimentional advection-diffusion equation with constant coefficients. the subject has played very important roles to fluid dynamics as well as many other field of science and engineering....

We present an acceleration technique, effective for explicit finite difference schemes describing diffusive processes with nearly symmetric operators, called Super-Time-Stepping (STS). The technique is applied to the two-factor problem of option pricing under stochastic volatility. It is shown...