نتایج جستجو برای: finite difference method

تعداد نتایج: 2137532  

Journal: :Numerische Mathematik 1999
Chun-Hua Guo

The application of the finite difference method to approximate the solution of an indefinite elliptic problem produces a linear system whose coefficient matrix is block tridiagonal and symmetric indefinite. Such a linear system can be solved efficiently by a conjugate residual method, particularly when combined with a good preconditioner. We show that specific incomplete block factorization exi...

Journal: :IEICE Transactions 2006
Xiao-Peng Yang Qiang Chen Kunio Sawaya

Effects of wall material on the channel capacity of an indoor multiple input multiple output (MIMO) system are investigated using a hybrid technique of the method of moments (MoM) and the finite difference time domain (FDTD) method with consideration of the Ricean K factor and the effective degrees of freedom (EDOF) of multiple paths. key words: MIMO, channel capacity, indoor channel, hybrid me...

2010
Fevzi Erdogan Alexander I. Domoshnitsky

Uniform finite difference methods are constructed via nonstandard finite difference methods for the numerical solution of singularly perturbed quasilinear initial value problem for delay differential equations. A numerical method is constructed for this problem which involves the appropriate Bakhvalov meshes on each time subinterval. The method is shown to be uniformly convergent with respect t...

Journal: :Int. J. Comput. Math. 2017
Vera N. Egorova S.-H. Tan C.-H. Lai Rafael Company Lucas Jódar

The pricing of American call option with transaction cost is a free boundary problem. Using a new transformation method the boundary is made to follow a certain known trajectory in time. The new transformed problem is solved by various finite difference methods, such as explicit and implicit schemes. Broyden’s and Schubert’s methods are applied as a modification to Newton’s method in the case o...

2012
Yong Zhang

We study compact finite difference methods for the Schrödinger-Poisson equation in a bounded domain and establish their optimal error estimates under proper regularity assumptions on wave function ψ and external potential V(x). The CrankNicolson compact finite difference method and the semi-implicit compact finite difference method are both of order O(h4+τ2) in discrete l2 ,H1 and l norms with ...

Journal: :Applied Mathematics and Computation 2009
Chi-Chang Wang David T. W. Lin Hai-Ping Hu

This paper deals with application of the maximum principle for differential equations to the finite difference method for determining upper and lower approximate solutions of the non-linear Burgers’ equation and their error range. In term of mathematical architecture, the paper is based on the maximum principle for parabolic differential equations to establish monotonic residual relations of th...

Journal: :SIAM J. Control and Optimization 2009
Klaus Deckelnick Charles M. Elliott Vanessa Styles

We study an optimal control problem for viscosity solutions of a Hamilton-Jacobi equation describing the propagation of a one dimensional graph with the control being the speed function. The existence of an optimal control is proved together with an approximate controllability result in the H−1 norm. We prove convergence of a discrete optimal control problem based on a monotone finite differenc...

Journal: :Mathematics and Computers in Simulation 2009
Jan Ole Skogestad Henrik Kalisch

Solutions of a boundary value problem for the Korteweg–de Vries equation are approximated numerically using a finite-difference method, and a collocation method based on Chebyshev polynomials. The performance of the two methods is compared using exact solutions that are exponentially small at the boundaries. The Chebyshev method is found to be more efficient. © 2009 IMACS. Published by Elsevier...

2014
N. Pandya A. K. Shukla

We study Soret-Dufour and radiation effects on unsteady viscous incompressible MHD flow along semi infinite inclined permeable moving plate with variable temperature and mass diffusion embedded in a porous medium numerically, by taking into account the effect of viscous dissipation. The dimensionless governing equations of flow field are solved numerically by Crank-Nicolson finite difference me...

2012
N. M. Nusi

In this paper, an alternating implicit block method for solving two dimensional scalar wave equation is presented. The new method consist of two stages for each time step implemented in alternating directions which are very simple in computation. To increase the speed of computation, a group of adjacent points is computed simultaneously. It is shown that the presented method increase the maximu...

نمودار تعداد نتایج جستجو در هر سال

با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید