explicit finite-difference scheme
A Numerical Simulation of a Three-dimensional Air Quality Model in an Area Under a Bangkok Sky Train Platform Using an Explicit Finite Difference Scheme
... A finite difference technique is employed to approximate the solution of the governing ...an explicit forward difference in time and central difference in space ...
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A Posteriori Error Estimator for a Front-Fixing Finite Difference Scheme for American Options
... Fig. 1 shows an unstable computation. For the sake of clarity, in Fig. 1 we display only the initial condition and the numerical solution at t = T , that is the last time iterate. As usual, the instability manifest ...
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A Study on Numerical Solution of Black Scholes Model
... a finite difference scheme is used to approximate the ...an explicit difference method to approximate the model and establishment of the stability of the scheme by convex ...
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Online Full Text
... one-step scheme based on a prediction-correction frame- ...predictor-corrector finite difference scheme at each time step to convert the non- linear PDE to two linearized difference ...
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Water hammer simulation by explicit central finite difference methods in staggered grids
... second-order explicit Godunov- type scheme to water hammer ...three explicit finite- difference schemes (MacCormack’s method, Lambda scheme and Gabutti ...
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Investigation of Fluid-structure Interaction by Explicit Central Finite Difference Methods
... Fluid-structure interaction (FSI) occurs when the dynamic water hammer forces cause vibrations in the pipe wall. FSI in pipe systems due to Poisson and junction coupling has been the center of attention in recent years. ...
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Approximation of the Huxley equation with nonstandard finite-difference scheme
... an explicit exact finite-difference scheme for the Huxley equation is presented based on the nonstandard finite-difference (NSFD) ...NSFD scheme is proposed for the numerical solu- tion ...
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Numerical Simulation in Electrocardiology Using an Explicit Generalized Finite Difference Method
... numerical scheme for the equations of the monodomain model, which describes the electrical activity in the ...Generalized Finite Difference Method (GFDM) for spatial discretization of the PDE ...
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Mean Square Convergent Finite Difference Scheme for Stochastic Parabolic PDEs
... an explicit form of their ...like finite difference and finite element schemes, have been considered [1]-[9], ...a finite difference scheme in both space and ...that ...
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Numerical modelling of 1-dimensional wave equation using finite difference scheme
... The linear wave equation is widely used model in mathematical physics. However, explicit solutions for this equation when the wave speed varies spatially can only be obtained in certain special cases. These ...
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Finite difference scheme for multi term variable order fractional diffusion equation
... an explicit finite-difference approximation for the variable-order nonlinear frac- tional diffusion ...proposed explicit and implicit Euler approx- imations for the variable-order fractional advection-diffusion ...
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A nonstandard finite difference scheme for a multi group epidemic model with time delay
... 14. Li, J, Ma, Z, Brauer, F: Global analysis of discrete-time SI and SIS epidemic models. Math. Biosci. Eng. 4, 699-710 (2007) 15. Lambert, JD: Numerical Methods for Ordinary Differential Systems: The Initial Value ...
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Exact finite difference scheme and nonstandard finite difference scheme for coupled Burgers equation
... finite-difference scheme, the Crank-Nicolson scheme, the semi-implicit finite-difference scheme, and the Crank-Nicolson semi-implicit scheme for the coupled Burgers ...finite-difference ...
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Numerical Study of Fisher’s Equation by Finite Difference Schemes
... Douglas finite difference schemes to analyse numerical behaviour of simple linear Fisher;s equation, one dimensional linear coupled system and non-linear Fisher’s equation ...by finite ...
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Finite-Difference Scheme for Initial Boundary Value Problems in Financial Mathematics
... monotone finite-difference scheme of second-order of local approximation on uniform grids for the initial boundary problem value for the Gamma equation through the establishment of two-side estimates ...
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High speed computing of ice thickness equation for ice sheet model
... compact finite difference method with a higher order is used to obtain the solution by implementing on CUDA ...compact finite difference method can obtain a good speedup when running on ...The ...
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A dynamically consistent nonstandard finite difference scheme for a predator–prey model
... difference scheme is based on the set of rules aimed at preserving the most dynamical properties of the associated continuous-time model, such as boundedness, positivity of solutions, stability of steady states, ...
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Simulations of transport in one dimension
... square finite element algorithm based on low degree B-spline shape func- tions (FEMLSF and FEMQSF) to solve transport problem modeled by the ADE ...and finite elements ...B-spline finite element ...
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Multisymplectic Structure of a Finite Difference Scheme for a Complex Nonlinear System
... In this paper, the multi-symplectic formulation for the coupled 1D nonlinear Schrödinger system is presented. Numerical experiments are also reported. We observe that the multi-symplectic scheme well simulates the ...
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Optical Waveguide Modelling Based On Scalar Finite Difference Scheme
... of finite difference method to solve Equation (6), the E field and the refractive index, n, is considered to be a discrete value at respective x- and y- coordinate and bounded in a box, which represent the ...
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