Results 41 to 50 of about 241,782 (323)

A family of quasi-variable meshes high-resolution compact operator scheme for Burger's-Huxley, and Burger's-Fisher equation

Mathematics in Applied Sciences and Engineering, 2020
We describe a quasi-variable meshes implicit compact finite-difference discretization having an accuracy of order four in the spatial direction and second-order in the temporal direction for obtaining numerical solution values of generalized Burger’s ...
Navnit Jha, Madhav Wagley
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A High Accuracy Local One-Dimensional Explicit Compact Scheme for the 2D Acoustic Wave Equation

Advances in Mathematical Physics, 2022
In this paper, we develop a highly accurate and efficient finite difference scheme for solving the two-dimensional (2D) wave equation. Based on the local one-dimensional (LOD) method and Padé difference approximation, a fourth-order accuracy explicit ...
Mengling Wu, Yunzhi Jiang, Yongbin Ge
doaj   +1 more source

A Novel High-Order Symplectic Compact FDTD Schemes for Optical Waveguide Simulation

IEEE Photonics Journal, 2022
As a 2-D full-wave numerical algorithm in the time domain, the compact Finite Difference Time Domain (FDTD) is an efficient algorithm for eigenvalue analysis of optical waveguide system.
Xiaojing Kuang, Zhixiang Huang, Ming Fang, Qi Qi, Mingshen Chen, Xianliang Wu   +5 more
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Hybrid Spectral Difference/Embedded Finite Volume Method for Conservation Laws [PDF]

, 2015
A novel hybrid spectral difference/embedded finite volume method is introduced in order to apply a discontinuous high-order method for large scale engineering applications involving discontinuities in the flows with complex geometries.
Choi, Jung J.
core   +1 more source

A reduced fourth-order compact difference scheme based on a proper orthogonal decomposition technique for parabolic equations

Boundary Value Problems, 2019
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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Analysis of a High-Accuracy Numerical Method for Time-Fractional Integro-Differential Equations

Fractal and Fractional, 2023
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
doaj   +1 more source

On the fourth-order accurate compact ADI scheme for solving the unsteady Nonlinear Coupled Burgers' Equations

, 1998
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., Adam Y., Arminjon P., Berger A.E., Celia M.A., Chen G., Ciment M., Dahlquist G.G., Datta Gupta A., Dennis S.C.R., EL-Naggar B.B., Fletcher C.J., Fried J.J., Gottlieb D., Gupta M.M., Gupta M.M., Harten A., Hirsh R.S., Jain P.C., Jain P.C., Johnson R.W., Lele S.K., Leonard B.P., Li M., Liniger W., Liu J., M J.H., Orszag S.A., Peaceman D.W., Richtmyer R.D., Rizun V.I., Rubin G., Sharif M.A.R., Shu C.W., Spotz W.F., Weinan E., Whitham G.B., Yavneh I., Yee H.C., Zhang J.   +39 more
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COMPACT FINITE DIFFERENCE SCHEMES OF THE TIME FRACTIONAL BLACK-SCHOLES MODEL

Journal of Applied Analysis & Computation, 2020
Summary: In this paper, three compact difference schemes for the time-fractional Black-Scholes model governing European option pricing are presented. Firstly, in order to obtain the fourth-order accuracy in space by applying the Padé approximation, we eliminate the convection term of the B-S equation by an exponential transformation.
Tian, Zhaowei, Zhai, Shuying, Weng, Zhifeng   +2 more
openaire   +1 more source

High Order Compact Finite Difference Schemes for a Nonlinear Black-Scholes Equation [PDF]

International Journal of Theoretical and Applied Finance, 2001
A nonlinear Black-Scholes equation which models transaction costs arising in the hedging of portfolios is discretized semi-implicitly using high order compact finite difference schemes. A new compact scheme, generalizing the compact schemes of Rigal [29], is derived and proved to be unconditionally stable and non-oscillatory. The numerical results are
Düring, Bertram, Fournié, Michel, Jüngel, Ansgar   +2 more
openaire   +6 more sources

Numerical analysis and simulation of the compact difference scheme for the pseudo-parabolic Burgers' equation

Electronic Research Archive
In this paper, we analyzed and tested a nonlinear implicit compact finite difference scheme for the pseudo-parabolic Burgers' equation. The discrete conservation laws and boundedness of the scheme were rigorously established.
Yunxia Niu, Chaoran Qi, Yao Zhang, Wahidullah Niazi   +3 more
doaj   +1 more source