In this work, we propose a model of nonlocal partial differential equation (PDE) with deviated type function in the boundary condition. This model is solved numerically by finite difference method (FDM) using variable space grid (VSG) technique. The results obtained by this method are in a good agreement with the solution of the corresponding rectangular domain problem. Also, we investigated th...

We continue our study on the approximation of a system of partial differential equations recently proposed by Hadeler and Kuttler to model the dynamics of growing sandpiles on a flat bounded table. The novelty here is the introduction of (infinite) walls on the boundary of the domain and the corresponding modification of boundary conditions for the standing and for the rolling layers. An explic...

Reciprocity is applied to the situation where numerical simulations are needed for a number of source locations but relatively a few receiver positions. By invoking source-receiver reciprocity, the number of simulations can be generally reduced to three times the number of receiver positions. The procedure is illustrated for a heterogeneous medium with both single-force and double-couple source...

We study a superreplication problem of European options with gamma constraints, in mathematical finance. The initially unbounded control problem is set back to a problem involving a viscosity PDE solution with a set of bounded controls. Then a numerical approach is introduced, inconditionnally stable with respect to the mesh steps. A generalized finite difference scheme is used since basic fini...

Thirdand fourth-order accurate finite difference schemes for the first derivative of the square of the speed are developed, for both uniform and non-uniform grids, and applied in the study of a two-dimensional viscous fluid flow through an irregular domain. The von Mises transformation is used to transform the governing equations, and map the irregular domain onto a rectangular computational do...

Abstract. A numerical method is presented for the treatment of one-dimensional compressible flames. The method consists of a conservative front tracking algorithm for use near the flame and a high-order finite difference scheme for capturing the hvdrodynamics throughout the rest of the domain. The results presented show that the method effectively models the interaction of gas dynamics with bot...

This paper brings together two methods producing numerical solutions with a statement of their quality — the nonstandard finite difference method and the method of validated computing. It deals with the construction and the analysis of reliable numerical discretizations of dynamical systems by employing these two techniques. An epidemiological model is used as a model example for their combined...

Mimetic discretizations based on the support-operators methodology are derived for non-orthogonal locally refined quadrilateral meshes. The second-order convergence rate on non-smooth meshes is verified with numerical examples. 2004 Elsevier Inc. All rights reserved. PACS: 65N06; 65N22; 80A20

We do the numerical analysis and simulations for the time fractional radial diffusion equation used to describe the anomalous subdiffusive transport processes on the symmetric diffusive field. Based on rewriting the equation in a new form, we first present two kinds of implicit finite difference schemes for numerically solving the equation. Then we strictly establish the stability and convergen...

We propose a finite difference scheme for the Heisenberg equation and the LandauLifshitz equation. These equations have a length-preserving property and energy conservation or dissipation property. Our proposed scheme inherits both characteristic properties. We also show that the boundedness of finite difference solutions and an unique solvability of our scheme. Finally, we show some numerical ...