The stability and convergence properties of the mimetic finite difference method for diffusion-type problems on polyhedral meshes are analyzed. The optimal convergence rates for the scalar and vector variables in the mixed formulation of the problem are proved.

The error generated by the classical upwind finite difference method on a uniform mesh, when applied to a class of singularly perturbed model ordinary differential equations with a singularly perturbed Neumann boundary condition, tends to infinity as the singular perturbation parameter tends to zero. Note that the exact solution is uniformly bounded with respect to the perturbation parameter. F...

It is important to simulate a groundwater transport process, e.g., pollutant migration, through the vadose zone and subsequent mixing within the saturated zone to assess potential impacts of contaminants in the subsurface in preliminary stages. It is challenging to simulate heterogeneous soil characteristics and non-uniform initial contaminant concentration. This paper proposes a vertically het...

The results of computations with eight explicit finite difference schemes on a suite of one-dimensional and two-dimensional test problems for the Euler equations are presented in various formats. Both dimensionally split and two-dimensional schemes are represented, as are central and upwind-biased methods, and all are at least second-order accurate.

Modal analysis of the flux reconstruction (FR) formulation is performed to obtain the semi-discrete and fully-discrete dispersion relations, using which, the wave properties of physical as well as spurious modes are characterized. The effect of polynomial order, correction function and solution points on the dispersion, dissipation and relative energies of the modes are investigated. Using this...

A finite difference method is developed for solving symmetric positive differential equations in the sense of Friedrichs. The method is applicable to partial differential equations of mixed type with more general boundary conditions. The method is shown to have a convergence rate of 0(hxl2), h being the size of mesh grid. Some numerical results are presented for a model problem of forward-backw...

Direct sinrelations of smalland finite-amplitude disturbances in spatially periodic plane Poiseuille flow were performed. The ability of three high-order finite difference methods to predict the proper behavior of the disturbances was under investigation. The proposed procedure allowed to conclude about the spatial resolution and time-step required bv those schemes to produce numerically accura...

In this paper, a finite difference method for initial-boundary value problem of nonlinear Regularized-Long-Wave equation was considered. A energy conservative finite difference scheme of three levels was proposed, convergence and stability of difference solution was proved, if picking suitably,the accuracy of the new scheme is higher than others, so the method is efficient and reliable.

G. Linde, M. Åberg. 2004: Pricing European Call Options Using a Pseudospectral Method. Written in English. Uppsala, Sweden. The aim of the project is to price European call options with a pseudospectral method (PS). An option is a financial asset that can be resembled to a lottery coupon. In a predefined time in the future the option is either worthless or worth more than it was bought for. Bla...

Abstract. A numerical method is presented for the treatment of one-dimensional compressible flames. The method consists of a conservative front tracking algorithm for use near the flame and a high-order finite difference scheme for capturing the hvdrodynamics throughout the rest of the domain. The results presented show that the method effectively models the interaction of gas dynamics with bot...