In this paper we establish the stability condition of a general class of finite difference schemes applied to nonlinear complex reaction-diffusion equations. We consider the numerical solution of both implicit and semi-implicit discretizations. To illustrate the theoretical results we present some numerical examples computed with a semi-implicit scheme applied to a nonlinear equation.

This paper describes some new finite difference methods of order 2 and 4 for computing eigenvalues of a two-point boundary value problem associated with a fourth order differential equation of the form (py")" + (q r)y 0. Numerical results for two typical eigenvalue problems are tabulated to demonstrate practical usefulness of our methods.

We present a compact high-order finite difference scheme for option pricing in the well-known Heston stochastic volatility model. The scheme is fourth order accurate in space and second order accurate in time. This is also confirmed by the numerical experiments that we present.

We study the stability of some finite difference schemes for hyperbolic systems in two space dimensions. The grid is assumed to be cartesian, but the space steps in each direction are not necessarily equal. Our sufficient stability conditions are shown to be also necessary for one concrete example. We conclude with some numerical illustrations of our result. AMS subject classification: 65M12, 6...

We study the initial-boundary problem of dissipative symmetric regularized long wave equations with damping term by finite difference method. A linear three-level implicit finite difference scheme is designed. Existence and uniqueness of numerical solutions are derived. It is proved that the finite difference scheme is of second-order convergence and unconditionally stable by the discrete energ...

A system of coupled singularly perturbed initial value problems with a small parameter is considered. The solution to the system have boundary layers. The structure of these layers is analyzed, and this leads to the construction of a piecewise-uniform Shishkin mesh. On this mesh a hybrid finite difference scheme is proved to be almost second-order accurate, uniformly in the small parameter. Num...

Computational modelling has received significant attention in the research community over the past few decades due to its pronounced contribution in better understanding of the nature, as well as in the development of advanced technologies. The modelling of more and more complex transport physical systems helps the community to address important issues, like identification of environmental prob...

We describe and discuss the properties of three numerical methods for solving the diffusion equation for the transport of the chemical species and of the angular momentum in stellar interiors. We study through numerical experiments both their accuracy and their ability to provide physical solutions. On the basis of new tests and analyses applied to the stellar astrophysical context, we show tha...

Lubrication equations are fourth order degenerate diffusion equations of the form ht + ∇ · (f(h)∇∆h) = 0, describing thin films or liquid layers driven by surface tension. Recent studies of singularities in which h → 0 at a point, describing rupture of the fluid layer, show that such equations exhibit complex dynamics which can be difficult to simulate accurately. In particular, one must ensure...

in this paper, a chebyshev finite difference method has been proposed in order to solvenonlinear two-point boundary value problems for second order nonlinear differentialequations. a problem arising from chemical reactor theory is then considered. the approachconsists of reducing the problem to a set of algebraic equations. this method can be regardedas a non-uniform finite difference scheme. t...