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Optimized Compact-Difference-Based Finite-Volume Schemes for Linear Wave Phenomena
Journal of Computational Physics, 1997The 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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Multigrid method with eighth-order compact finite difference scheme for Helmholtz equation
Physica Scripta, 2020Higher-order compact finite difference scheme with multigrid algorithm is applied in this paper for solving one-dimensional and two-dimensional inhomogeneous Helmholtz equations. In two-dimensional case, the suggested scheme has the stencil of twenty one
Fazal Ghaffar, Saif Ullah, N. Badshah
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A compact finite difference scheme on a non-equidistant mesh
Journal of Computational Physics, 1985A 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, 2010We 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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International Journal of Applied and Computational Mathematics, 2023
Yu-Shan Lin, W. Dai, Ruihua Liu
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Yu-Shan Lin, W. Dai, Ruihua Liu
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Hybrid Compact-WENO Finite Difference Scheme For Detonation Waves Simulations
2015The 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, 2016In 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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Journal of Mathematical Chemistry, 2023
P. Roul, V. P. Goura, Ravi P. Agarwal
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P. Roul, V. P. Goura, Ravi P. Agarwal
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Interface Conditions of Finite Difference Compact Schemes for Computational Aeroacoustics
AIAA Journal, 2009The 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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International Journal of Applied and Computational Mathematics, 2023
M. D. Aouragh +3 more
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M. D. Aouragh +3 more
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