Results 31 to 40 of about 194,427 (265)
Analysis of a High-Accuracy Numerical Method for Time-Fractional Integro-Differential Equations
A high-order finite difference numerical scheme based on the compact difference operator is proposed in this paper for time-fractional partial integro-differential equations with a weakly singular kernel, where the time-fractional derivative term is ...
Ziyang Luo, Xindong Zhang, Leilei Wei
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In this paper, we present a reduced high-order compact finite difference scheme for numerical solution of the parabolic equations. CFDS4 is applied to attain high accuracy for numerical solution of parabolic equations, but its computational efficiency ...
Baozou Xu, Xiaohua Zhang
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In this article, an unconditionally stable compact high-order iterative finite difference scheme is developed on solving the two-dimensional fractional Rayleigh–Stokes equation.
Muhammad Asim Khan +1 more
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Localized solutions for the finite difference semi-discretization of the wave equation [PDF]
We study the propagation properties of the solutions of the finite-difference space semi-discrete wave equation on an uniform grid of the whole Euclidean space.
Aurora Marica +9 more
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Eighth-Order Compact Finite Difference Scheme for 1D Heat Conduction Equation [PDF]
The purpose of this paper is to develop a high-order compact finite difference method for solving one-dimensional (1D) heat conduction equation with Dirichlet and Neumann boundary conditions, respectively. A parameter is used for the direct implementation of Dirichlet and Neumann boundary conditions. The introduced parameter adjusts the position of the
Asma Yosaf +4 more
openaire +1 more source
The trade-off between numerical accuracy and computational cost is always an important factor to consider when pricing options numerically, due to the inherent irregularity and existence of non-linearity in many models.
Chinonso Nwankwo, Weizhong Dai
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High-order compact schemes for parabolic problems with mixed derivatives in multiple space dimensions [PDF]
We present a high-order compact finite difference approach for a rather general class of parabolic partial differential equations with time and space dependent coefficients as well as with mixed second-order derivative terms in n spatial dimensions ...
Düring, Bertram, Heuer, Christof
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In this paper, a type of high-order compact (HOC) finite difference method is developed for solving two- and three-dimensional unsteady convection diffusion reaction (CDR) equations with variable coefficients. Firstly, an HOC difference scheme is derived
Jianying Wei, Yongbin Ge, Yan Wang
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The two-dimensional unsteady coupled Burgers' equations with moderate to severe gradients, are solved numerically using higher-order accurate finite difference schemes; namely the fourth-order accurate compact ADI scheme, and the fourth-order accurate Du
Adam Y. +39 more
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Comparison of Wide and Compact Fourth Order Formulations of the Navier-Stokes Equations [PDF]
In this study the numerical performances of wide and compact fourth order formulation of the steady 2-D incompressible Navier-Stokes equations will be investigated and compared with each other.
Anderson +24 more
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