A finite difference method is developed for solving symmetric positive differential equations in the sense of Friedrichs. The method is applicable to partial differential equations of mixed type with more general boundary conditions. The method is shown to have a convergence rate of 0(hxl2), h being the size of mesh grid. Some numerical results are presented for a model problem of forward-backw...

Direct sinrelations of smalland finite-amplitude disturbances in spatially periodic plane Poiseuille flow were performed. The ability of three high-order finite difference methods to predict the proper behavior of the disturbances was under investigation. The proposed procedure allowed to conclude about the spatial resolution and time-step required bv those schemes to produce numerically accura...

In this paper, numerical solution of two points 2 order nonlinear boundary-value problems was considered. The numerical solution was reviewed with nonlinear shooting method, finite-difference method and fourth order compact method. The results were compared to check the accuracy of numerical schemes with exact solution. It was found that the nonlinear shooting method is more accurate than finit...

In this review paper, the finite difference methods (FDMs) for the fractional differential equations are displayed. The considered equations mainly include the fractional kinetic equations of diffusion or dispersion with time, space and time-space derivatives. In some way, these numerical methods have similar form as the case for classical equations, some of which can be seen as the generalizat...

in this paper, a new implicit nonstandard finite difference scheme for conservation laws, which preserving the property of tvd (total variation diminishing) of the solution, is proposed. this scheme is derived by using nonlocal approximation for nonlinear terms of partial differential equation. schemes preserving the essential physical property of tvd are of great importance in practice. such s...

systems in which reaction terms are coupled to diffusion and advection transports arise in awide range of chemical engineering applications, physics, biology and environmental. in these cases, thecomponents of the unknown can denote concentrations or population sizes which represent quantities andthey need to remain positive. classical finite difference schemes may produce numerical drawbacks s...

interaction and correlation effects in quantum dots play a fundamental role in defining both their equilibrium and transport properties. numerical methods are commonly employed to study such systems. in this paper we investigate the numerical calculation of quantum transport of electrons in spherical centered defect ingaas/algaas quantum dot (scdqd). the simulation is based on the imaginary time...

in this work, we apply the radial basis functions for solving the time fractional diffusion-wave equation defined by caputo sense for                         . the problem is discretized in the time direction based on finite difference scheme and is continuously approximated by using the radial basis functions in the space direction which achieves the semi-discrete solution. numerical results s...

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...

This paper addresses a finite difference approximation for an infinite dimensional Black-Scholes equation obtained in Chang and Youree [5]. The equation arises from a consideration of an European option pricing problem in a market in which stock prices and the riskless asset prices have hereditary structures. Under a general condition on the payoff function of the option, it is shown that the p...