نتایج جستجو برای: finite difference numerical solution

تعداد نتایج: 1330097  

Journal: :J. Computational Applied Mathematics 2016
F. Solano-Feo J. M. Guevara-Jordan Otilio Rojas Beatriz Otero Robert Rodriguez

A new mimetic finite difference scheme for solving the acoustic wave equation is presented. It combines a novel second order tensor mimetic discretizations in space and a leapfrog approximation in time to produce an explicit multidimensional scheme. Convergence analysis of the new scheme on a staggered grid shows that it can take larger time steps than standard finite difference schemes based o...

2011
Pascal Azerad Afaf Bouharguane Andrew C. Fowler

A class of finite difference schemes for solving a fractional anti-diffusive equation, recently proposed by Andrew C. Fowler to describe the dynamics of dunes, is considered. Their linear stability is analyzed using the standard Von Neumann analysis: stability criteria are found and checked numerically. Moreover, we investigate the consistency and convergence of these schemes.

2012

Several numerical schemes utilizing central difference approximations have been developed to solve the Goursat problem. However, in a recent years compact discretization methods which leads to high-order finite difference schemes have been used since it is capable of achieving better accuracy as well as preserving certain features of the equation e.g. linearity. The basic idea of the new scheme...

Journal: :J. Nonlinear Science 2011
Martin Hairer Jochen Voss

This article is devoted to the numerical study of various finite difference approximations to the stochastic Burgers equation. Of particular interest in the one-dimensional case is the situation where the driving noise is white both in space and in time. We demonstrate that in this case, different finite difference schemes converge to different limiting processes as the mesh size tends to zero....

2009
Carlos Spa Toni Mateos Adan Garriga

The space and time discretization inherent to all FDTD schemes introduce non-physical dispersion errors, i.e. deviations of the speed of sound from the theoretical value predicted by the governing Euler differential equations. A general methodology for computing this dispersion error via straightforward numerical simulations of the FDTD schemes is presented. The method is shown to provide remar...

2011
Dong-Hoon Shin DONG-HOON SHIN

This work is concerned with an optimal selling rule for a large position of stock in a market. Selling a large block of stock in a short period typically depresses the market, which would result in a poor filling price. In addition, the large selling intensity makes the regime more likely to be poor state in the market. In this paper, regime switching and depressing terms associated with sellin...

2005
Bing Sun Bao-Zhu Guo

In this paper, the optimal birth feedback control of a McKendrick type age-structured population dynamic system based on the Chinese population dynamics is considered. Adopt the dynamic programming approach, to obtain the Hamilton-Jacobi-Bellman equation and prove that the value function is its viscosity solution. By the derived classical verification theorem, the optimal birth feedback control...

2008
P. A. Forsyth

We solve the optimal asset allocation problem using a mean variance approach. The original mean variance optimization problem can be embedded into a class of auxiliary stochastic LinearQuadratic (LQ) problems using the method in (Zhou and Li, 2000; Li and Ng, 2000). We use a finite difference method with fully implicit timestepping to solve the resulting non-linear Hamilton-Jacobi-Bellman (HJB)...

1996
Daohua Zhang Allen T. Chwang

Two-dimensional solitary waves generated by a submerged body moving near the critical speed in a shallow water channel are studied numerically. The incompressible Navier–Stokes equations in a curvilinear free-surface-fitted coordinate system are solved by the finite difference method. The present numerical results are compared with the existing experimental data, and with the numerical solution...

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