A new conservative nonlinear high-order compact finite difference scheme for the general Rosenau-RLW equation

A New Conservative Difference Scheme for the General Rosenau-RLW Equation

A new conservative finite difference scheme is presented for an initial-boundary value problem of the general Rosenau-RLW equation. Existence of its difference solutions are proved by Brouwer fixed point theorem. It is proved by the discrete energy method that the scheme is uniquely solvable, unconditionally stable, and second-order convergent. Numerical examples show the efficiency of the scheme.

Numerical Simulation for General Rosenau-RLW Equation: An Average Linearized Conservative Scheme

Convergence of a high-order compact finite difference scheme for a nonlinear Black--Scholes equation

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 disc...

Unconditionally Stable Difference Scheme for the Numerical Solution of Nonlinear Rosenau-KdV Equation

In this paper we investigate a nonlinear evolution model described by the Rosenau-KdV equation. We propose a three-level average implicit finite difference scheme for its numerical solutions and prove that this scheme is stable and convergent in the order of O(τ2 + h2). Furthermore we show the existence and uniqueness of numerical solutions. Comparing the numerical results with other methods in...

Conservative Linear Difference Scheme for Rosenau-KdV Equation

A conservative three-level linear finite difference scheme for the numerical solution of the initial-boundary value problem of Rosenau-KdV equation is proposed.The difference scheme simulates two conservative quantities of the problemwell.The existence and uniqueness of the difference solution are proved. It is shown that the finite difference scheme is of second-order convergence and unconditi...