A Conservative Finite Difference Scheme for Poisson-Nernst-Planck Equations [PDF]
A macroscopic model to describe the dynamics of ion transport in ion channels is the Poisson-Nernst-Planck(PNP) equations. In this paper, we develop a finite-difference method for solving PNP equations, which is second-order accurate in both space and ...
Eisenberg, Bob +5 more
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A Positive Finite-Difference Advection Scheme [PDF]
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Hundsdorfer, W. +3 more
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Exact finite-difference scheme and nonstandard finite-difference scheme for coupled Burgers equation [PDF]
Abstract This work develops exact finite-difference schemes for the two-dimensional nonlinear coupled viscous Burgers equation using the analytic solution. We extend the explicit nonstandard finite-difference schemes on the basis of the exact finite-difference schemes to solve the coupled Burgers equation.
Zhang, Lei, Wang, Lisha, Ding, Xiaohua
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Approximation of the Huxley equation with nonstandard finite-difference scheme [PDF]
In this paper, an explicit exact finite-difference scheme for the Huxley equation is presented based on the nonstandard finite-difference (NSFD) scheme. Afterwards, an NSFD scheme is proposed for the numerical solution of the Huxley equation.
M. Namjoo, S. Zibaei
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A HODIE finite difference scheme for pricing American options
In this paper, we introduce a new numerical method for pricing American-style options, which has long been considered as a very challenging problem in financial engineering.
Zhongdi Cen, Wenting Chen
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A Laplace transform finite difference scheme for the Fisher-KPP equation
This paper proposes a numerical approach to the solution of the Fisher-KPP reaction-diffusion equation in which the space variable is developed using a purely finite difference scheme and the time development is obtained using a hybrid Laplace Transform ...
Colin L Defreitas, Steve J Kane
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Finite‐difference scheme for one problem of nonlinear optics
We consider a mathematical model, which describes Q‐switching process. The finite difference scheme is developed for approximation of the given system of nonlinear PDEs.
Ingrida Laukaityte, Raimondas Čiegis
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Heat capacity estimators for random series path-integral methods by finite-difference schemes [PDF]
Previous heat capacity estimators used in path integral simulations either have large variances that grow to infinity with the number of path variables or require the evaluation of first and second order derivatives of the potential. In the present paper,
Doll, J. D. +3 more
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A Mixed Finite Differences Scheme for Gradient Approximation [PDF]
AbstractIn this paper, we focus on the linear functionals defining an approximate version of the gradient of a function. These functionals are often used when dealing with optimization problems where the computation of the gradient of the objective function is costly or the objective function values are affected by some noise.
Marco Boresta +3 more
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Finite difference scheme for multi-term variable-order fractional diffusion equation
In this paper, we consider a multi-term variable-order fractional diffusion equation on a finite domain, which involves the Caputo variable-order time fractional derivative of order α(x,t)∈(0,1) $\alpha(x,t) \in(0,1) $ and the Riesz variable-order space ...
Tao Xu +3 more
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