. In this paper, we develop a quadratic spline collocation method for integrating the nonlinear partial differential equations (PDEs) of a plug flow reactor model. The method is proposed in order to be used for the operation of control design and/or numerical simulations. We first present the Crank-Nicolson method to temporally discretize the state variable. Then, we develop and analyze the pro...

The present paper proposes a fast numerical method for the linear Volterra integral equations withregular and weakly singular kernels having smooth solutions. This method is based on the approx-imation of the kernel, to simplify the integral operator and then discretization of the simpliedoperator using a forward dierence formula. To analyze and verify the accuracy of the method, weexamine samp...

Discretization error occurs during the approximate numerical solution of differential equations. Of the various sources of numerical error, discretization error is generally the largest and usually the most difficult to estimate. The goal of this paper is to review the different approaches for estimating discretization error and to present a general framework for their classification. The first...

By applying finite difference formula to time discretization and the cubic B-splines for spatial variable, a numerical method for solving the inverse system of Burgers equations is presented. Also, the convergence analysis and stability for this problem are investigated and the order of convergence is obtained. By using two test problems, the accuracy of presented method is verified. Additional...

a two dimensional finite difference lattice boltzmann method (fdlbm) for computing single phase flow problems is developed here. temporal term is discretized with low dissipation-low dispersion. discretization of convective term is implemented with third order upwind method. it will be explained governing equations and numerical method. methodology of imposing boundary conditions in fdlbm is de...

We study uniform bounds associated with the Allen–Cahn equation and its numerical discretization schemes. These uniform bounds are different from, and weaker than, the conventional energy dissipation and the maximum principle, but they can be helpful in the analysis of numerical methods. In particular, we show that finite difference spatial discretization, like the original continuum model, sha...

Put options are commonly used in the stock market to protect against the decline of the price of a stock below a specified price. On the other hand, finite difference approach is a well-known and well-resulted numerical scheme for financial differential equations. As such in this work, a new spatial discretization based on finite difference semi-discretization procedure with high order of accur...

This work presents a high order numerical method for the solution of generalized Black-Scholes model for European call option. The numerical method is derived using a two-step backward differentiation formula in the temporal discretization and a High-Order Difference approximation with Identity Expansion (HODIE) scheme in the spatial discretization. The present scheme gives second order accurac...

    In this paper, a variational iteration method (VIM), which is a well-known method for solving nonlinear equations, has been employed to solve an inverse parabolic partial differential equation. Inverse problems in partial differential equations can be used to model many real problems in engineering and other physical sciences. The VIM is to construct correction functional using general Lagr...