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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 Schemes for the Acoustic Wave Equation

78th EAGE Conference and Exhibition 2016, 2016
In this work, we implement and compare two fourth-order compact finite difference (CFD) methods to model the propagation of acoustic waves on a 1-D domain. The first scheme is based on standard implicit CFD constructed on nodal grids and must solve a couple of tridiagonal linear systems at each time iteration.
L. Córdova   +3 more
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Holberg's optimisation for high-order compact finite difference staggered schemes

International Journal of Computational Fluid Dynamics, 2011
Two optimised high-order compact finite difference (FD) staggered schemes are presented in this communication. Following Holberg's optimisation strategy, the least squares problem to minimising the group velocity (MGV) error, for the fourth-and sixth-order pentadiagonal schemes, is formulated. For a fixed level of group velocity accuracy, the optimised
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Optimized Compact-Difference-Based Finite-Volume Schemes for Linear Wave Phenomena

Journal of Computational Physics, 1997
The aim of this paper is to obtain more efficient techniques for the time integration of the classical Maxwell's equations than available hitherto. These new methods are based on a space discretization with finite-volume schemes that use compact-difference methods.
Gaitonde, Datta, Shang, J. S.
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A compact finite difference scheme on a non-equidistant mesh

Journal of Computational Physics, 1985
A fourth order three-point finite difference scheme for a second order ordinary differential equation on a non-equidistant mesh is derived using a computer for the algebraic manipulation. Boundary conditions linear in the unknown and its first derivative are included. The method is tested numerically.
Goedheer, W. J., Potters, J. H. H. M.
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Compact Finite Difference Scheme for Option Pricing in Heston’s Model

AIP Conference Proceedings, 2010
We present a new 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.
Bertram Düring   +4 more
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Hybrid Compact-WENO Finite Difference Scheme For Detonation Waves Simulations

2015
The performance of a hybrid compact (Compact) finite difference scheme and characteristic-wise weighted essentially non-oscillatory (WENO) finite difference scheme (Hybrid) for the detonation waves simulations is investigated. The Hybrid scheme employs the nonlinear 5th-order WENO-Z scheme to capture high gradients and discontinuities in an essentially
Yanpo Niu   +4 more
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Combining Compact Finite Difference Schemes with Filters for Image Restoration

Computational Mathematics and Modeling, 2016
In this study, the Rudin, Osher, and Fatemi (ROF) model is considered to restore images. To this end, the compact finite difference (CFD) method is introduced to approximate the spatial derivatives in the ROF model. Moreover, two filters are presented to improve the performance of the first- and second-order derivative approximation.
N. Aghazadeh, F. Akbarifard
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Interface Conditions of Finite Difference Compact Schemes for Computational Aeroacoustics

AIAA Journal, 2009
The interface condition provides flexibility to handle complex geometries on a set of structured grids. However, when used with a compact scheme to apply in computational aeroacoustics, its accuracy and stability may be degraded seriously by the boundary treatment that arises at a grid interface.
Tomoaki Ikeda   +2 more
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On consistent boundary closures for compact finite-difference WENO schemes

Journal of Computational Physics, 2017
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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