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Compact finite difference method for integro-differential equations

Applied Mathematics and Computation, 2006
The paper is concerned with developing a method for the approximate solution of (Fredholm) integro-differential equations. The authors remark that the method proposed can also be applied to Volterra equations. The starting point is a compact finite difference scheme for the second order derivatives.
Zhao, Jichao, Corless, Robert M.
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Compact finite difference schemes with spectral-like resolution

Journal of Computational Physics, 1992
Finite difference schemes providing an improved representation of a range of scales ( spectral-like resolution) in the evaluation of derivatives are presented. The errors are considered from the viewpoint of different scales. [This may partly compensate for the fact that the consideration of the order of the truncation error is not sufficient for the ...
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Compact finite difference method for the fractional diffusion equation

Journal of Computational Physics, 2009
The author apply for solving the one-dimensional fractional diffusion equation \[ \frac{\partial u}{\partial t}=_{0}D^{1-\gamma} _{t} [K_{\gamma}\frac{\partial^{2}u}{\partial x^{2}}]+f(x,t),\quad x\in(L_{0},L_{1}), \quad t\in (0,T) \] a special finite difference method using the Grunwald discretization process for the fractional derivative.
Mingrong Cui
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Two‐dimensional compact finite difference immersed boundary method

International Journal for Numerical Methods in Fluids, 2011
AbstractWe present a compact finite differences method for the calculation of two‐dimensional viscous flows in biological fluid dynamics applications. This is achieved by using body‐forces that allow for the imposition of boundary conditions in an immersed moving boundary that does not coincide with the computational grid.
Ferreira de Sousa, Paulo J. S. A.   +2 more
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Compact analytic expressions of two‐dimensional finite difference forms

International Journal for Numerical Methods in Engineering, 1984
AbstractIn this paper a straightforward derivation of one‐ and two‐dimensional finite difference forms for general cartesian networks is given. General analytic compact expressions up to third order for first derivatives are specifically derived. General cartesian networks with locally telescoping subnetworks are also introduced and the basic problem ...
Reali, M., Rangogni, R., Pennati, V.
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Wavelet-optimized compact finite difference method for convection–diffusion equations

International Journal of Nonlinear Sciences and Numerical Simulation, 2020
Abstract In this article, compact finite difference approximations for first and second derivatives on the non-uniform grid are discussed. The construction of diffusion wavelets using compact finite difference approximation is presented.
Mani Mehra   +2 more
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Optimized compact finite difference schemes with maximum resolution

AIAA Journal, 1996
Direct numerical simulations and computational aeroacoustics require an accurate finite difference scheme that has a high order of truncation and high-resolution characteristics in the evaluation of spatial derivatives. Compact finite difference schemes are optimized to obtain maximum resolution characteristics in space for various spatial truncation ...
Kim, J.W., Lee, D.J.
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Upwind compact finite difference schemes

Journal of Computational Physics, 1985
It was shown by \textit{M. Ciment}, \textit{S. H. Leventhal}, and \textit{B. C. Weinberg} [J. Comput. Phys. 28, 135-166 (1978; Zbl 0393.65038)] that the standard compact finite difference scheme may break down in convection dominated problems. An upwinding of the method, which maintains the fourth order accuracy, is suggested and favorable numerical ...
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Compact Finite Difference Schemes for Approximating Differential Relations

Mathematical Models and Computer Simulations, 2020
Differential relations include both differential operators and solvers for boundary value problems. The formulas of compact finite difference approximations for first- and second-order differential relations of the form $${{P}_{1}}[u] = {{P}_{2}}[f]$$ are obtained. An approximation on three-point stencils is used.
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