It was widely believed that all variation nonexpansive finite difference schemes for single conservation laws must reduce to first-order at extreme points of the approximation. It is shown here that this belief is in fact false. A third-order scheme, which at worst may reduce to second order at extreme points, is developed and analyzed. Moreover, extensive numerical experiments indicate that th...

A singularly perturbed boundary-value problem with a multiple turning point at a boundary is considered. A representation of the solution is given, and it is used in the construction of a uniform finite-difference scheme. The scheme is a fiNJt-order exponentially fitted one. An improved modification on a special discretization mesh is given.

Temporal, or “strict,” stability of approximation to PDEs is much more difficult to achieve than the “classical” Lax stability. In this paper, we present a class of finitedifference schemes for hyperbolic initial boundary value problems in one and two space dimensions that possess the property of strict stability. The approximations are constructed so that all eigenvalues of corresponding diffe...

For solving time-dependent convection-dominated partial differential equations (PDEs), which arise frequently in computational physics, high order numerical methods, including finite difference, finite volume, finite element and spectral methods, have been undergoing rapid developments over the past decades. In this article we give a brief survey of two selected classes of high order methods, n...

where x = (x1, . . . , xd) ∈ IR , t > 0. HJ equations arise in many practical areas such as differential games, mathematical finance, image enhancement and front propagation. It is well known that solutions of (1) are Lipschitz continuous but derivatives can become discontinuous even if the initial data is smooth. There is a close relation between HJ equations and hyperbolic conservation laws. ...

We have characterized a class of spurious solutions that appears when using the finite difference method to solve the effective mass approximation equations. We find that the behavior of these solutions as predicted by our model shows excellent agreement with numerical results. Using this interpretation we find a set of analytical expressions for conditions that the Luttinger parameters must sa...

— In this paper, we are interested in the numerical analysis of blow up for the Chipot-Weissler equation ut = ∆u+ |u| u− |∇u| with Dirichlet boundary conditions in bounded domain when p > 1 and 1 ≤ q ≤ 2p p+ 1 . To approximate the blow up solution, we construct a finite difference scheme and we prove that the numerical solution satisfies the same properties of the exact one and blows up in fini...

This study sought to investigate thermal radiation and buoyancy effects on heat and mass transfer over a semi-infinite stretching surface with suction and blowing. Appropriate transformations were employed to transform the governing differential equations to nonsimilar form. The transformed equations were solved numerically by an efficient implicit, iterative finite-difference scheme. A paramet...

Multiple scattering in participating media is generally a complex phenomenon. In the limit of an optically thick medium, i.e., when the mean free path of each photon is much smaller than the medium size, the effects of multiple scattering can be approximated by a diffusion process. We introduce this approximation from the radiative transfer literature to the computer graphics community and prop...

In this article we have considered a non-standard finite difference method for the solution of second order  Fredholm integro differential equation type initial value problems. The non-standard finite difference method and the composite trapezoidal quadrature method is used to transform the Fredholm integro-differential equation into a system of equations. We have also developed a numerical met...