We provide error analyses for explicit, implicit, and semi-implicit monotone finitedifference schemes on uniform meshes with nonlocal numerical fluxes. We are motivated by finite-difference discretizations of certain long-wave (Sobolev) regularizations of the conservation laws that explicitly add a dispersive term as well as a nonlinear dissipative term. We also develop certain relationships be...

In this paper, we investigate distributed thermal-electrochemical modeling of a Lithium-Ion battery cell to include the effect of temperature distribution across the thickness of the cell as a first step to study the module level temperature distribution at high charging rates. Most recent works have focused on lumped thermal models for a Li-Ion cell which ignore any temperature differential ac...

In this paper we propose a new method based on adjoint systems for parametric sensitivity analysis of DAE’s. This method is employed in a series of experiments, and the results are compared with the estimation of sensitivity by a finite differences method, widely used because of the simplicity of its implementation. In addition, we propose a method extension based on the use of estimation funct...

Conservative linear equations arise in many areas of application, including continuum mechanics or high-frequency geometrical optics approximations. This kind of equation admits most of the time solutions which are only bounded measures in the space variable known as duality solutions. In this paper, we study the convergence of a class of finite-difference numerical schemes and introduce an app...

A study is made for unsteady convective flow of a third grade fluid past an infinite vertical porous plate with uniform suction applied at the plate. The governing non-linear partial differential equations are reduced to a system of non-linear algebraic equations using implicit finite difference schemes and is then solved using damped-Newton method. The effect of the parameters Pr (Prandtl numb...

In this paper, some simple families of explicit two-step finite difference methods for solving the wave equation in two and three spatial dimensions are examined. These schemes depend on several free parameters, and can be associated with so-called interpolated digital waveguide meshes. Special attention is paid to the stability properties of these schemes (in particular the bounds on the space...

: : In this paper, we present a new approach to resolve linear weakly-singular partial integro-differential equations by first removing the singularity using Taylor's approximation and transform the given partial integrodifferential equations into an partial differential equation. After that the fourth order compact finite difference scheme and collocation method is presented to obtain system o...

Two new finite difference schemes based on the method of characteristics are presented for convection-diffusion problems. Both of the schemes are of second order in time, and the matrices of the derived systems of linear equations are symmetric. No numerical integration is required for them. The one is of first order in space and the other is of second order. For the former scheme, an optimal e...

nonstandard finite difference schemes for the black-scholes partial differential equation preserving the positivity property are proposed. computationally simple schemes are derived by using a nonlocal approximation in the reaction term of the black-scholes equation. unlike the standard methods, the solutions of new proposed schemes are positive and free of the spurious oscillations.

Approximate group analysis technique, that is, the technique combining the methodology of group analysis and theory of small perturbations, is applied to finite–difference equations approximating ordinary differential equations. Finite–difference equations are viewed as a system of algebraic equations with a small parameter, introduced through the definitions of finite–difference derivatives. I...