The Taylor series method is one of the earliest analytic-numeric algorithms for approximate solution of initial value problems for ordinary differential equations. The main idea of the rehabilitation of this algorithms is based on the approximate calculation of higher derivatives using well-known finite-difference technique for the partial differential equations. The approximate solution is giv...

The convergence of a penalty method for solving the discrete regularized American option valuation problem is studied. Sufficient conditions are derived which both guarantee convergence of the nonlinear penalty iteration and ensure that the iterates converge monotonically to the solution. These conditions also ensure that the solution of the penalty problem is an approximate solution to the dis...

An efficient implicit lower-upper symmetric Gauss-Seidel (LU-SGS) solution approach has been applied to a high order spectral volume (SV) method for unstructured tetrahedral grids. The LU-SGS solver is preconditioned by the block element matrix, and the system of equations is then solved with a LU decomposition. The compact feature of SV reconstruction facilitates the efficient solution algorit...

The efficiency of high order accurate schemes for the solution of unsteady hyperbolic conservation laws is adversely affected by time-step restrictions that arise from monotonicity requirements. When applied to the solution of problems involving discontinuities, these restrictions render conventional high order implicit time integration schemes impractical. In the present study, a new single st...

Most research on preconditioners for time-dependent PDEs has focused implicit multi-step or diagonally-implicit multi-stage temporal discretizations. In this paper, we consider monolithic multigrid fully-implicit Runge-Kutta (RK) time integration methods. These discretizations have very attractive accuracy and stability properties, but they couple the spatial degrees of freedom across multiple ...

We present an overview of the most common numerical solution strategies for the incompressible Navier–Stokes equations, including fully implicit formulations, artificial compressibility methods, penalty formulations, and operator splitting methods (pressure/velocity correction, projection methods). A unified framework that explains popular operator splitting methods as special cases of a fully ...

In this paper, we analyze the weight functions used in implicit moving least squares (IMLS) methods to construct implicit surfaces that interpolate or approximate polygon soup. We found that one method that presented an analytic solution to the integrated moving least squares method has issues with degeneracies because they changed the weight functions to decrease too slowly. We derive bounds f...

Some biomechanical models are represented by nonlinear first order ordinary differential equations. The objective of this study is to determine the velocity of a biomechanical model that involves a cyclist coasting downhill. Two methods namely; the modified explicit and diagonally implicit fifth–order Runge–Kutta methods are utilised. The performance of the two methods is compared with the exac...

We focus on a simple implicit time integration scheme for the transient response solution of structures when large deformations and long time durations are considered. Our aim is to have a practical method of implicit time integration for analyses in which the widely used Newmark time integration procedure is not conserving energy and momentum, and is unstable. The method of time integration di...

Direct numerical simulations are used to investigate the effect of Mach number on the unsteady flow of an open cavity. The implicit solution is obtained for the compressible Navier-Stokes Equations using compact sixth-order spatial differencing coupled with tenth-order implicit filters. Results for transonic and subsonic flow over a two dimensional cavity are presented for the sound pressure le...