We apply the concept of Asymptotic Preserving (AP) schemes [14] to the linearized p−system and discretize the resulting elliptic equation using standard continuous Finite Elements instead of Finite Differences. The fully discrete method is analyzed with respect to consistency, and we compare it numerically with more traditional methods such as Implicit Euler’s method.

An implicit finite-difference procedure for unsteady three-dimensional flow capable of handling arbitrary geometry through the use of general coordinate transformations is described. Viscous effects are optionally incorporated with a "thin-layer" approximation of the Navier-Stokes equations. An implicit approximate factorization technique is employed so that the small grid sizes required for sp...

The time fractional heat conduction in an infinite plate of finite thickness, when both faces are subjected to boundary conditions of second kind, has been studied. The time fractional heat conduction equation is used, when attempting to describe transport process with long memory, where the rate of heat conduction is inconsistent with the classical Brownian motion. The stability and convergenc...

We apply mixed finite element approximations to the first-order form of the acoustic wave equation. The semidiscrete method exactly conserves the system energy. A fully discrete method employing the symplectic Euler time method in time exactly conserves a positive-definite pertubed energy functional that is equivalent to the actual energy under a CFL condition. In addition to proving optimal-or...

We construct accurate central difference stencils for problems involving high frequency waves or multi-frequency solutions over long time intervals with a relatively coarse spatial mesh, and with an easily obtained bound on the dispersion error. This is done by demonstrating that the problem of constructing central difference stencils that have minimal dispersion error in the infinity norm can ...

This paper presents the comparison of implicit scheme and modied for solving parabolic partial dierential equations, is compared with using its stability, local truncation error, derivation numerical examples. Following this, it was discovered that can be used as an alternative to problems on equations.

This study, considers the fractional order cable model (FCM) in sense of Riemann–Liouville derivatives (R-LFD). We use a modified implicit finite difference approximation to solve FCM numerically. The Fourier series approach is used examine proposed scheme’s theoretical analysis, including stability and convergence. scheme shown be unconditionally stable, approximate solution converges exact so...

The paper introduces a finite difference solver for the unsteady incompressible Navier-Stokes equations based on adaptive cartesian octree grids. The method extends a stable staggered grid finite difference scheme to the graded octree meshes. It is found that a straightforward extension is prone to produce spurious oscillatory velocity modes on the fine-to-coarse grids interfaces. A local linea...

We study the applicability of meshfree approximation schemes for the solution of multi-asset American option problems. In particular, we consider a penalty method which allows us to remove the free and moving boundary by adding a small and continuous penalty term to the Black-Scholes equation. A comparison with results obtained recently by two of the authors using a linearly implicit finite dif...