The effect of magnetic field on the flow and heat and mass transfer processes when the fluid flows past a continuously moving porous plate has been analyzed. The governing boundary layer equations have been reduced to a set of nonlinear ordinary differential equations using similarity transformations. The governing equations are solved using an implicit finite-difference scheme of Crank-Nicolso...

In this paper, we develop a priori and a posteriori error estimates for wavelet-Taylor– Galerkin schemes introduced in Refs. 6 and 7 (particularly wavelet Taylor–Galerkin scheme based on Crank–Nicolson time stepping). We proceed in two steps. In the first step, we construct the priori estimates for the fully discrete problem. In the second step, we construct error indicators for posteriori esti...

The aim of the present paper is to present a numerical algorithm for the time-dependent generalized regularized long wave equation with boundary conditions. We semi-discretize the continuous problem by means of the Crank–Nicolson finite difference method in the temporal direction and exponential B-spline collocation method in the spatial direction. The method is shown to be unconditionally stab...

This paper is concerned with transparent boundary conditions for the one dimensional time–dependent Schrödinger equation. They are used to restrict the original PDE problem that is posed on an unbounded domain onto a finite interval in order to make this problem feasible for numerical simulations. The main focus of this article is on the appropriate discretization of such transparent boundary c...

In this paper we investigate an error analysis of the DG method in space and the Crank-Nicolson scheme in time applied to the level set equation.The exact solution is assumed to be sufficiently smooth. Under certain assumption on the underlying velocity field we proof an error bound of order h 1 2 + ∆t2 for the error between the exact solution and the fully discrete solution in the L2-norm , wh...

We describe the growth dynamics of a stock using stochastic differential equations with generalized logistic model which encompasses several well-known functions as special cases. For each model, we compute optimal variable effort policy and compare expected net present value total profit earned by harvester among policies. In addition, further extend study to include parameters sensitivity, su...

This paper presents the Runge–Kutta–Legendre (RKL) finite difference scheme, allowing for an additional shift in its polynomial representation. A short presentation of stability region, comparatively to Runge–Kutta–Chebyshev scheme follows. We then explore problem pricing American options with RKL under one factor Black–Scholes and two Heston stochastic volatility models, as well butterfly spre...

By incorporating the higher order concept, piece-wise linear recursive convolution (PLRC) method and Crank-Nicolson Douglas-Gunn (CNDG) algorithm, unconditionally stable complex frequency shifted nearly perfectly matched layer (CFS-NPML) is proposed to terminate left-handed material (LHM) domain. The scheme takes advantages of CFS-NPML formulation, concept PLRC CNDG algorithm in terms absorbing...

We present OpenMP version of a Fortran program for solving the Gross-Pitaevskii equation harmonically trapped three-component rotating spin-1 spinor Bose-Einstein condensate (BEC) in two spatial dimensions with or without spin-orbit (SO) and Rabi couplings. The uses either Rashba Dresselhaus SO coupling. use split-step Crank-Nicolson discretization scheme imaginary- real-time propagation to cal...