Results 21 to 30 of about 241,782 (323)
High-order Compact Difference Schemes for the Modified Anomalous Subdiffusion Equation [PDF]
, 2015 In this paper, two kinds of high-order compact finite difference schemes for second-order derivative are developed. Then a second-order numerical scheme for Riemann-Liouvile derivative is established based on fractional center difference operator.
Ding, Hengfei, Li, Changpin
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Compact difference scheme for two-dimensional fourth-order hyperbolic equation
Advances in Difference Equations, 2019 In this paper, we mainly study an initial and boundary value problem of a two-dimensional fourth-order hyperbolic equation. Firstly, the fourth-order equation is written as a system of two second-order equations by introducing two new variables. Next, in
Qing Li, Qing Yang
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High-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform grids [PDF]
, 2014 We derive high-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform grids. The schemes are fourth-order accurate in space and second-order accurate in time for vanishing correlation.
Benhamou +25 more
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Discrete and Continuous Dynamical Systems. Series A, 2021 This paper develops a numerical scheme for finding the approximate solution of space fractional order of the diffusion equation (SFODE). Firstly, the compact finite difference (CFD) with convergence order \begin{document}$ \mathcal{O}(\delta \tau ^{2}) $\
Y. E. Aghdam +4 more
semanticscholar +1 more source
Journal of Mathematics, 2022 In this paper, a new sixth-order finite difference compact reconstruction unequal-sized weighted essentially nonoscillatory (CRUS-WENO) scheme is designed for solving the nonlinear degenerate parabolic equations on structured meshes.
Liang Li, Yan Zhang, Jun Zhu
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Numerical Solution of Time-Fractional Schrödinger Equation by Using FDM
Axioms, 2023 In this paper, we first established a high-accuracy difference scheme for the time-fractional Schrödinger equation (TFSE), where the factional term is described in the Caputo derivative.
Moldir Serik, Rena Eskar, Pengzhan Huang
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A parallel compact-TVD method for compressible fluid dynamics employing shared and distributed-memory paradigms [PDF]
, 2011 A novel multi-block compact-TVD finite difference method for the simulation of compressible flows is presented. The method combines distributed and shared-memory paradigms to take advantage of the configuration of modern supercomputers that host many ...
Emerson, David +2 more
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A unified framework to generate optimized compact finite difference schemes [PDF]
Journal of Computational Physics, 2021 A unified framework to derive optimized compact schemes for a uniform grid is presented. The optimal scheme coefficients are determined analytically by solving an optimization problem to minimize the spectral error subject to equality constraints that ensure specified order of accuracy.
Deshpande, Vedang M. +2 more
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Advances in Difference Equations, 2020 In this paper, a stochastic space fractional advection diffusion equation of Itô type with one-dimensional white noise process is presented. The fractional derivative is defined in the sense of Caputo.
N. H. Sweilam +2 more
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An Efficient Compact Difference Method for Temporal Fractional Subdiffusion Equations
Advances in Mathematical Physics, 2019 In this paper, a high-order compact finite difference method is proposed for a class of temporal fractional subdiffusion equation. A numerical scheme for the equation has been derived to obtain 2-α in time and fourth-order in space.
Lei Ren, Lei Liu
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