Results 251 to 260 of about 327,371 (280)
Some of the next articles are maybe not open access.
High-Order Compact Finite Difference Method for Black–Scholes PDE
2015In this paper, Black–Scholes PDE is solved for European option pricing by high-order compact finite difference method using polynomial interpolation. Numerical results obtained are compared with standard finite difference method and error with the analytic solution is discussed.
Kuldip Singh Patel, Mani Mehra
openaire +1 more source
Compact finite difference methods for high order integro-differential equations
Applied Mathematics and Computation, 2013zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire +2 more sources
Novel interconnect modeling by using high-order compact finite difference methods
Proceedings of the 12th ACM Great Lakes Symposium on VLSI - GLSVLSI '02, 2002The high-order compact finite difference (HCFD) method is adapted for interconnect modeling. Based on the compact finite difference method, the HCFD method employs the Chebyshev polynomials to construct the approximation framework for interconnect discretization, and leads to improved equivalent-circuit models.
Qinwei Xu, Pinaki Mazumder
openaire +1 more source
Solving the Fokker-Planck equation via the compact finite difference method
2020Summary: In this study, we solve the Fokker-Planck equation by a compact finite difference method. By the finite difference method the computation of Fokker-Planck equation is reduced to a system of ordinary differential equations. Two different methods, boundary value method and cubic \(C^1\)-spline collocation method, for solving the resulting system
Sepehrian, Behnam +1 more
openaire +1 more source
Compact Combination of the Finite Element, Linear Iteration and Finite Difference Methods
1994The Galerkin Finite Element Method (FEM), Newton Linear Iteration Method (LIM)1 and Newmark Finite Difference Method (FDM) form a powerful trio of numerical techniques for obtaining approximate solutions to Non-Linear Initial Boundary Value Problems (NLIBVP) governed by Non-Linear Partial Differential Equations (NLPDE).
openaire +1 more source
Implementation of high‐order compact finite‐difference method to parabolized Navier–Stokes schemes
International Journal for Numerical Methods in Fluids, 2008AbstractThe numerical solution to the parabolized Navier–Stokes (PNS) and globally iterated PNS (IPNS) equations for accurate computation of hypersonic axisymmetric flowfields is obtained by using the fourth‐order compact finite‐difference method. The PNS and IPNS equations in the general curvilinear coordinates are solved by using the implicit finite ...
Esfahanian, Vahid +2 more
openaire +2 more sources
Compact Finite Difference Methods for the Solution of Chemical Engineering Problems
1996Compact finite differencing is a means of achieving high order discretizations of partial differential equations without an enlargement of the bandwidth of the resulting set of discretized equations. For second order problems in one space dimension a discretization having fourth order accuracy can be constructed.
E. E. Dieterich, G. Eigenberger
openaire +1 more source
A Compact Higher Order Finite Difference Method for the Incompressible Navier–Stokes Equations
Journal of Scientific Computing, 2002zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Brüger, Arnim +2 more
openaire +2 more sources
International Journal for Numerical Methods in Biomedical Engineering, 2010
AbstractThis paper is concerned with accurate and efficient numerical methods for solving parabolic differential equations. A compact locally one‐dimensional finite difference method is presented, which has second‐order accuracy in time and fourth‐order accuracy in space with respect to discrete H1 norm and L2 norm.
Qin, Jinggang, Wang, Tongke
openaire +1 more source
AbstractThis paper is concerned with accurate and efficient numerical methods for solving parabolic differential equations. A compact locally one‐dimensional finite difference method is presented, which has second‐order accuracy in time and fourth‐order accuracy in space with respect to discrete H1 norm and L2 norm.
Qin, Jinggang, Wang, Tongke
openaire +1 more source
Three-Dimensional Coupling Compact Finite Difference Methods for Navier-Stokes Equations
2007The higher-order three- dimensionai coupling compact finite difference methods are proposed for solving the three- dimensional time-dependent incompressible Navier-Stokes equations. In the paper, the higher-order three-dimensional coupling compact finite difference schemes for the Poisson equation and Hemholtz equation, which not only have higher ...
Li Zhang, D. B. Tang, Y. Z. Yang
openaire +1 more source