- Computers and Mathematics with Applications🔍
- A COMPACT FOURTH|ORDER FINITE DIFFERENCE SCHEME ...🔍
- Algorithm 986🔍
- A variable time|step IMEX|BDF2 SAV scheme and its sharp error ...🔍
- Euler method🔍
- Derivation of high|order compact finite difference schemes for non ...🔍
- A High|Order Numerical Method Based on a Spatial Compact ...🔍
- Optimized Combined Compact Differencing Methods for ...🔍
High|order accurate variable time step compact schemes for pricing ...
Computers and Mathematics with Applications
Huerta, High-order accurate time-stepping schemes for convection ... Yi, Compact finite difference schemes with high accuracy for one ...
A COMPACT FOURTH-ORDER FINITE DIFFERENCE SCHEME ...
We note in this study that the Navier-Stokes equations, when expressed in streamfunction-vorticity fonn, can be approximated to fourth--order accuracy with ...
Algorithm 986: A Suite of Compact Finite Difference Schemes
Tenth-order accurate compact finite difference schemes for first and second derivative approximations and sixth-order accurate compact finite difference schemes ...
A variable time-step IMEX-BDF2 SAV scheme and its sharp error ...
... accurate results with less computational cost ... Shen, Stability and error analysis of a class of high-order IMEX schemes for Navier–Stokes equations with.
In mathematics and computational science, the Euler method is a first-order numerical procedure for solving ordinary differential equations (ODEs) with a ...
Derivation of high-order compact finite difference schemes for non ...
Visbal and Gaitonde [7] have shown that application of high-order compact schemes to non-smooth and time varying grids using Jacobian transformation leads to ...
A High-Order Numerical Method Based on a Spatial Compact ...
This paper investigates a high-order numerical method based on a spatial compact exponential scheme for solving the time-fractional Black–Scholes model.
Optimized Combined Compact Differencing Methods for ...
... high-accuracy spatial and temporal numerical schemes. As these ... order CCD scheme compared to the explicit and compact schemes with sixth order accuracy.
A Second Order BDF Numerical Scheme with Variable Steps for the ...
We present and analyze a second order in time variable step BDF2 numerical scheme for the Cahn--Hilliard equation. The construction relies on a ...
Strategies to Counter Small Automatic Time Steps | COMSOL Blog
These mechanisms are designed to guarantee solution accuracy according to the prescribed tolerances with a tradeoff between efficiency and ...
Higher Order Compact Finite Difference Schemes - ProQuest
... time variable. In the analysis of boundary layer flow problems, a ... Khan, "Upwind compact finite difference scheme for time-accurate solution of ...
High order conservative finite difference scheme for variable density ...
Such a contribution allows for new possibilities in the simulation of turbulence, where highly accurate schemes can be employed while retaining discrete primary ...
Two-step multi-resolution reconstruction-based compact gas-kinetic ...
In this paper, a third-order compact gas-kinetic scheme (GKS) on unstructured tetrahedral mesh is constructed for the compressible Euler and Navier-Stokes ...
High-order compact finite difference methods
experimental rates match the theoretical rates. In addition to greater accuracy. HOC schemes may sup- press or eliminate spurious numerical oscillations that ...
Here, as a three-step fractional step method is used, the Dirichlet boundary conditions on the velocity can be im- posed just after the first ...
A fourth-order accurate quasi-variable mesh compact finite ...
schemes depict more accurate solution values on quasi-variable meshes as compared to some high-order compact scheme on a uniform mesh network. This happens ...
A function that calculates the value of the right side of each equation at each time step is ... order of accuracy as the solutions computed at each internal step ...
(PDF) Compact Third-Order Multidimensional Upwind Scheme for ...
The construction of the new scheme is presented. The asymptotic accuracy for steady or unsteady, inviscid or viscous flow situations is proved using numerical ...
High-Order Compact Finite Difference Scheme for Option Pricing in ...
In such models the option price is determined as the solution of a partial integro-differential equation. The scheme is fourth order accurate in ...
Sixth-Order Accurate Schemes for Reinitialization and Extrapolation ...
Successful techniques for solving Hamilton–. Jacobi equations depend on construction of the numerical Hamiltonian [2], time discretization. [26] and space ...