A finite difference scheme for multidimensional convection–diffusion–reaction equations
نویسندگان
چکیده
منابع مشابه
Approximation of stochastic advection diffusion equations with finite difference scheme
In this paper, a high-order and conditionally stable stochastic difference scheme is proposed for the numerical solution of $rm Ithat{o}$ stochastic advection diffusion equation with one dimensional white noise process. We applied a finite difference approximation of fourth-order for discretizing space spatial derivative of this equation. The main properties of deterministic difference schemes,...
متن کاملNonstandard finite difference schemes for differential equations
In this paper, the reorganization of the denominator of the discrete derivative and nonlocal approximation of nonlinear terms are used in the design of nonstandard finite difference schemes (NSFDs). Numerical examples confirming then efficiency of schemes, for some differential equations are provided. In order to illustrate the accuracy of the new NSFDs, the numerical results are compared with ...
متن کاملA Two-Grid Finite Difference Scheme for Nonlinear Parabolic Equations
We present a two level nite di erence scheme for the approximation of nonlinear parabolic equations. Discrete inner products and the lowest order Raviart-Thomas approximating space are used in the expanded mixed method in order to develop the nite di erence scheme. Analysis of the scheme is given assuming an implicit time discretization. In this two level scheme, the full nonlinear problem is s...
متن کاملA Two { Grid Finite Difference Scheme for Nonlinearparabolic Equations Clint
We present a two level nite diierence scheme for the approximation of nonlinear parabolic equations. Discrete inner products and the lowest order Raviart-Thomas approximating space are used in the expanded mixed method in order to develop the nite diierence scheme. Analysis of the scheme is given assuming an implicit time discretization. In this two level scheme, the full nonlinear problem is s...
متن کاملapproximation of stochastic advection diffusion equations with finite difference scheme
in this paper, a high-order and conditionally stable stochastic difference scheme is proposed for the numerical solution of $rm ithat{o}$ stochastic advection diffusion equation with one dimensional white noise process. we applied a finite difference approximation of fourth-order for discretizing space spatial derivative of this equation. the main properties of deterministic difference schemes,...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Computer Methods in Applied Mechanics and Engineering
سال: 2014
ISSN: 0045-7825
DOI: 10.1016/j.cma.2014.06.002