نتایج جستجو برای: implicit finite difference approximation

تعداد نتایج: 864436  

Journal: :Foundations of Computational Mathematics 2015
Aurora Marica Enrique Zuazua

In this article, we describe the propagation properties of the one-dimensional wave and transport equations with variable coefficients semi-discretized in space by finite difference schemes on non-uniform meshes obtained as diffeomorphic transformations of uniform ones. In particular, we introduce and give a rigorous meaning to notions like the principal symbol of the discrete wave operator and...

Journal: :J. Sci. Comput. 2015
Shan Zhao

A novel Douglas alternating direction implicit (ADI) method is proposed in this work to solve a two-dimensional (2D) heat equation with interfaces. The ADI scheme is a powerful finite difference method for solving parabolic equations, due to its unconditional stability and high efficiency. However, it suffers from a serious accuracy reduction in space for interface problems with different mater...

2005
Mark M. Meerschaert Hans-Peter Scheffler Charles Tadjeran

Fractional order partial differential equations, as generalizations of classical integer order partial differential equations, are increasingly used to model problems in fluid flow, finance and other areas of application. In this paper we discuss a practical alternating directions implicit method to solve a class of two-dimensional initial-boundary value fractional partial differential equation...

Journal: :CoRR 2017
Alexander V. Evako

Generalized Fibonacci-like sequences appear in finite difference approximations of the Partial Differential Equations based upon replacing partial differential equations by finite difference equations. This paper studies properties of the generalized Fibonacci-like sequence . It is shown that this sequence is periodic with the period ( ) if | | .

Journal: :Proceedings of the Royal Society of Edinburgh: Section A Mathematics 2001

Journal: :CoRR 2012
Alexander G. Churbanov Petr N. Vabishchevich

Convection-diffusion equations provide the basis for describing heat and mass transfer phenomena as well as processes of continuum mechanics. To handle flows in porous media, the fundamental issue is to model correctly the convective transport of individual phases. Moreover, for compressible media, the pressure equation itself is just a time-dependent convection-diffusion equation. For differen...

Journal: :SIAM J. Numerical Analysis 2009
Olivier Bokanowski Benjamin Bruder Stefania Maroso Hasnaa Zidani

We study a superreplication problem of European options with gamma constraints, in mathematical finance. The initially unbounded control problem is set back to a problem involving a viscosity PDE solution with a set of bounded controls. Then a numerical approach is introduced, inconditionnally stable with respect to the mesh steps. A generalized finite difference scheme is used since basic fini...

2011
Pascal Azerad Afaf Bouharguane Andrew C. Fowler

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.

2012

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...

Journal: :J. Nonlinear Science 2011
Martin Hairer Jochen Voss

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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