Finite difference scheme
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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Optical Waveguide Modelling Based On Scalar Finite Difference Scheme
... Abstract. A numerical method based on scalar finite difference scheme was adopted and programmed on MATLAB ® platform for optical waveguide modeling purpose. Comparisons with other established ...
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Image segmentation Based on Chan Vese Active Contours using Finite Difference Scheme
... Using the Matlab 7.8 software, we used some standard Matlab function and developed the code for image segmentation to solving the partial differential equation using the finite difference scheme ...
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Numerical modelling of 1-dimensional wave equation using finite difference scheme
... using finite difference scheme and to investigate the behavior of 1D wave through the variation of the system’s ...using finite difference schemes method. The finite ...
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Mean Square Convergent Finite Difference Scheme for Stochastic Parabolic PDEs
... like finite difference and finite element schemes, have been considered [1]-[9], ...a finite difference scheme in both space and ...stochastic finite difference ...
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Prediction of Better Flow Control Parameters in MHD Flows Using a High Accuracy Finite Difference Scheme
... order scheme and concluded that the scheme is capable of capturing the physical phenomena ...order finite difference scheme wherein it is reported that the numerical scheme at a ...
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On the Conservative Finite Difference Scheme for the Generalized Novikov Equation
... a difference scheme for the generalized Novikov ...conservative finite difference scheme for the generalized Novikov equation and use Brouwer fixed point theorem to obtain the existence ...
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On the convergence of a finite difference scheme for a second order differential equation containing nonlinearly a first derivative
... a finite difference scheme to the solu- tion of a second order ordinary differential equation with the right-hand-side nonlinearly dependent on the first ...
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Improving the boundary efficiency of a compact finite difference scheme through optimising its composite template
... This paper presents efforts to improve the boundary efficiency and accu- racy of a compact finite difference scheme, based on its composite template. Unlike precursory attempts the current ...
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Development of a Generalized Finite Difference Scheme for Convection-Diffusion Equation
... Cell-Centred Finite Difference scheme was to obtain a finite difference formulation that could handle an arbitrary distribution of nodes in a mesh without having to introduce coordinate ...
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Finite-Difference Scheme for Initial Boundary Value Problems in Financial Mathematics
... the difference scheme (18) is monotone for all ℎ and 𝜏 ...the finite-difference scheme (18) is unconditionally monotone and for its solution 𝑦 ∈ 𝐷 ̅ 𝑢 the above two-sided estimates (23) ...
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A new total variation diminishing implicit nonstandard finite difference scheme for conservation laws
... nonstandard finite difference scheme for conserva- tion laws preserving total variation diminishing (TVD) property, is ...This scheme is derived by using nonlocal approximation for nonlinear ...
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Comparative Analysis of the Modified SOR and BGC Methods Applied to the Poleness Conservative Finite Difference Scheme
... conservative finite difference scheme for problem (1) and nonsymmetric sparse block matrices related to finite difference equations in polar ...conservative finite ...
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ON QUARTER-SWEEP FINITE DIFFERENCE SCHEME FOR ONE-DIMENSIONAL POROUS MEDIUM EQUATIONS
... Quarter-Sweep scheme in the formulation of the finite difference approximation to 1D PME, the computational complexity can be lowered in obtaining the solution of the nonlinear differential equation ...
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Multisymplectic Structure of a Finite Difference Scheme for a Complex Nonlinear System
... Abstract: A Numerical study for the complex nonlinear system (coupled 1D nonlinear Schrödinger system (CNLS)) is considered as a Model for Complex Nonlinear System which is also a model for wave-wave interaction in ionic ...
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Sixth order finite difference scheme for the Helmholtz equation with inhomogeneous Robin boundary condition
... order scheme for this kind of boundary condition was derived in ...high-order scheme in this case cannot be got following the process in [12] due to the existence of the function ...fourth-order ...
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An efficient high order compact finite difference scheme based on proper orthogonal decomposition for the multi dimensional parabolic equation
... difference scheme (CFDS), which has been widely used in numerical solution of various types of par- tial differential ...a scheme which not only saves the computational time in the practical problems but also ...
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Fourth order finite difference scheme and efficient algorithm for nonlinear fractional Schrödinger equations
... The scheme designed is a linearized one, due to which only a linear system needs to be solved, and thus the com- putational cost will be significantly reduced compared with the existing schemes; (2) The ...
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Exact finite difference scheme and nonstandard finite difference scheme for coupled Burgers equation
... number. Among various techniques for solving the coupled Burgers equation, the non- standard finite-difference (NSFD) schemes have been proved to be one of the most effi- cient approaches in recent years. Compared with some ...
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A high order finite difference scheme for a singularly perturbed reaction diffusion problem with an interior layer
... difference scheme on a Shishkin-type mesh for problem ...Numerov scheme is used on the Shishkin-type mesh except for the point of discontinuity x = d, whereas a second-order difference scheme with an ...
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