Wave motion in acoustic and elastic media is highly influenced by the presence of outer boundaries and media interfaces. The solutions to the equations governing the wave motion at any point in the domain as a function of time can be sought either through analytical or numerical techniques. This thesis proposes provably stable finite difference schemes to accurately simulate wave interaction wi...

We discuss algorithms applicable to the numerical solution of second-order ordinary differential equations by finite-differences. We make particular reference to the solution of the dissipative particle dynamics fluid model, and present extensive results comparing one of the algorithms discussed with the standard method of solution. These results show the successful modeling of phase separation...

The first-arrival quasi-P wave traveltime field in an anisotropic elastic solid solves a first-order nonlinear partial differential equation, the q P eikonal equation. The difficulty in solving this eikonal equation by a finitedifference method is that for anisotropic media the ray (group) velocity direction is not the same as the direction of the traveltime gradient, so that the traveltime gra...

This paper presents a 3D model for pricing defaultable bonds with embedded call options. The pricing model incorporates three essential ingredients in the pricing of defaultable bonds: stochastic interest rate, stochastic default risk, and call provision. Both the stochastic interest rate and the stochastic default risk are modeled as a square-root diffusion process. The default risk process is...

The energy of solutions of the wave equation with a suitable boundary dissipation decays exponentially to zero as time goes to infinity. We consider the finite-difference space semi-discretization scheme and we analyze whether the decay rate is independent of the mesh size. We focus on the one-dimensional case. First we show that the decay rate of the energy of the classical semi-discrete syste...

We formulate and analyze an unconditionally stable nonstandard finite difference method for a mathematical model of HIV transmission dynamics. The dynamics of this model are studied using the qualitative theory of dynamical systems. These qualitative features of the continuous model are preserved by the numerical method that we propose in this paper. This method also preserves the positivity of...

In this paper we devise a first-order-in-time, second-order-in-space, convex splitting scheme for the periodic nonlocal Cahn-Hilliard equation. The unconditional unique solvability, energy stability and ∞(0, T ; 4) stability of the scheme are established. Using the a-priori stabilities, we prove error estimates for our scheme, in both the ∞(0, T ; 2) and ∞(0, T ; ∞) norms. The proofs of these e...

The development of a distributed parameter model of microalgae growth is presented. Two modelling frameworks for photo-bioreactor modelling, Eulerian and Lagrangian, are discussed and the complications residing in the multi-scale nature of transport and reaction phenomena are clarified. It is shown why is the mechanistic two time-scale model of photosynthetic factory the adequate model for biot...

We design non-standard finite difference schemes for self-adjoint singularly perturbed two-point boundary value problems. Essential physical properties (e.g., dissipativity) of the solutions of such problems are captured in the schemes by an appropriate renormalization of the denominator of the discrete derivative. The schemes are analyzed for -uniform convergence. Several numerical examples ar...

A novel hybrid Finite Difference Time Domain–Wavelet-Galerkin (FDTD–WG) technique is presented for the accurate representation of electromagnetic field solution in regions of fast field transitions. Its fundamental concept lies on the combination of the robust FDTD method with the Wavelet–Galerkin formulation, which in its turn can efficiently treat highly varying phenomena. The computational d...