A summary of the Lebedev finite-difference timedomain method, which is designed for modelling anisotropic problems in a simple and accurate manner, is provided. The basics of the method are presented, as well as augmentations to allow for coupling the Lebedev grid to standard Yee grid for more efficient use of memory; and implementation of conducting surfaces, and corners of 90◦ or 270◦.

A new mimetic finite difference scheme for solving the acoustic wave equation is presented. It combines a novel second order tensor mimetic discretizations in space and a leapfrog approximation in time to produce an explicit multidimensional scheme. Convergence analysis of the new scheme on a staggered grid shows that it can take larger time steps than standard finite difference schemes based o...

This paper presents a 3D model for pricing defaultable bonds with embedded call options. The pricing model incorporates three essential ingredients in the pricing of defaultable bonds: stochastic interest rate, stochastic default risk, and call provision. Both the stochastic interest rate and the stochastic default risk are modeled as a square-root diffusion process. The default risk process is...

We establish the global existence of L∞ solutions for a model of polytropic gas flow with diffusive entropy. The result is obtained by showing the convergence of a class of finite difference schemes, which includes the Lax– Friedrichs and Godunov schemes. Such convergence is achieved by proving the estimates required for the application of the compensated compactness theory.

A class of finite difference schemes for solving a fractional anti-diffusive equation, recently proposed by Andrew C. Fowler to describe the dynamics of dunes, is considered. Their linear stability is analyzed using the standard Von Neumann analysis: stability criteria are found and checked numerically. Moreover, we investigate the consistency and convergence of these schemes.

Several numerical schemes utilizing central difference approximations have been developed to solve the Goursat problem. However, in a recent years compact discretization methods which leads to high-order finite difference schemes have been used since it is capable of achieving better accuracy as well as preserving certain features of the equation e.g. linearity. The basic idea of the new scheme...

This article is devoted to the numerical study of various finite difference approximations to the stochastic Burgers equation. Of particular interest in the one-dimensional case is the situation where the driving noise is white both in space and in time. We demonstrate that in this case, different finite difference schemes converge to different limiting processes as the mesh size tends to zero....

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In this study, a first-order, nonstationary stochastic model of transient flow is developed which is applicable to the entire domain of a bounded vadose zone in the presence of sink/source. We derive general equations governing the statistical moments of the flow quantities by perturbation expansions. Owing to the mathematical complexity of the equations, in general we need to solve them numeri...

The phase error in finite-difference (FD) methods is related to the spatial resolution and thus limits the maximum grid size for a desired accuracy. Greater accuracy is typically achieved by defining finer resolutions or implementing higher order methods. Both these techniques require more memory and longer computation times. In this paper, new modified methods are presented which are optimized...