High|Order Compact|Difference Schemes for Time|Dependent ...

High-Order Compact-Difference Schemes for Time-Dependent ...

Abstract. Two high-order compact-difference schemes have been developed for solving three-dimensional, time-dependent Maxwell equations. Spurious high- ...

Efficient, linearized high‐order compact difference schemes for ...

A one-dimensional nonlinear time-dependent conservative convection–diffusion-reaction equation is considered, some linearized high-order compact (HOC) ...

High Order Difference Methods for Time Dependent PDE

About this book. Many books have been written on ?nite difference methods (FDM), but there are good reasons to write still another one. The main reason is that ...

Two high-order compact difference schemes with temporal graded ...

In this paper, two high-order compact difference schemes with graded meshes are proposed for solving the time-fractional Black-Scholes equation.

Higher-Order Compact Schemes for Numerical Simulation of ...

Further, high resolution properties couht t)e improved by optimization of coefficients, but at the expense of the formal order of accuracy. A fourth-order. (' ...

High-order accurate variable time step compact schemes for pricing ...

In this paper, a fourth order accurate variable time step compact scheme is developed for pricing vanilla and exotic options.

Very high-order compact finite difference schemes on non-uniform ...

This is a necessary condition for the stability of the scheme when used for long time integration of a linear wave equation with fixed time varying boundary ...

High-Order Compact Finite Difference Schemes for Computational ...

A class of high-order compact (HOC) finite difference schemes is developed that exhibits higher-order accuracy at the grid points yet utilizes only a compact ...

High order compact difference scheme for solving the time multi ...

In this paper, a high order compact finite difference is established for the time multi-term fractional sub-diffusion equation.

On high-order compact schemes for the multidimensional time ...

In this article, some high-order compact finite difference schemes are presented and analyzed to numerically solve one- and two-dimensional ...

High-Order Compact Difference Scheme for the Numerical Solution ...

A high-order finite difference scheme is proposed for solving time fractional heat equations. The time fractional derivative is described in the ...

Application of High-Order Compact Difference Schemes for Solving ...

In this paper, high-order compact-difference schemes involving a large number of mesh points in the computational stencils are used to numerically solve ...

Extension of high‐order compact schemes to time‐dependent ...

5 W. F. Spotz and G. F. Carey, A high-order compact formulation for the 3D Poisson equation, Numer Methods Partial Differential Eq 12 (1996), ...

Extension of high-order compact scheme to time-dependent problems

An extension of higher order compact difference techniques for steady-state [23] to the time-dependent problems have been presented by Spotz and Carey [29] , ...

Aust. J. Math. Anal. Appl. - AJMAA

HIGHER ORDER ACCURATE COMPACT SCHEMES FOR TIME DEPENDENT. LINEAR AND NONLINEAR CONVECTION-DIFFUSION EQUATIONS. SOBIN THOMAS, GOPIKA P B, AND ...

A new high-order compact finite difference scheme based on ...

This paper presents two high-order exponential time differencing precise integration methods (PIMs) in combination with a spatially global ...

Compact Difference Scheme for Time-Fractional Fourth-Order ...

A new variable was introduced and a high order difference scheme was developed with the convergence order O (τ2−α+h4) in L2-norm. In addition, a local discon-.

High-order compact finite difference methods

Poisson equation in three dimensions. 2 High-order compact schemes. To introduce the basic idea, let us consider the elementary, steady, ...

A COMPACT FOURTH-ORDER FINITE DIFFERENCE SCHEME ...

Non-compact fourth-order schemes. Hou and Wetton'7 employed fourth-order streamfunction methods for the time-dependent, incompressible N-S equations. Wide ...

Construction of invariant compact finite-difference schemes

In this paper we propose a method, which is based on equivariant moving frames, for development of high-order accurate invariant compact ...