in recent years, the number of research works devoted to applying the highly accurate numerical schemes, in particular compact finite difference schemes, to numerical simulation of complex flow fields with multi-scale structures, is increasing. the use of compact finite-difference schemes are the simple and powerful ways to reach the objectives of high accuracy and low computational cost. compa...

We derive a family of sixth-order compact finite-difference schemes for the three-dimensional Poisson’s equation. As opposed to other research regarding higher-order compact difference schemes, our approach includes consideration of the discretization of the source function on a compact finite-difference stencil. The schemes derived approximate the solution to Poisson’s equation on a compact st...

the compact finite difference schemes have been found to give simple ways of reaching the objectives of high accuracy and low computational cost. during the past two decades, the compact schemes have been used extensively for numerical simulation of various fluid dynamics problems. these methods have also been applied for numerical solution of some prototype geophysical fluid dynamics problems ...

Compact finite difference scheme is applied for a partial integro-differential equation with a weakly singular kernel. The product trapezoidal method is applied for discretization of the integral term. The order of accuracy in space and time is , where . Stability and convergence in  norm are discussed through energy method. Numerical examples are provided to confirm the theoretical prediction ...

in this paper, we propose a new method for solving the stochastic advection-diffusion equation of ito type. in this work, we use a compact finite difference approximation for discretizing spatial derivatives of the mentioned equation and semi-implicit milstein scheme for the resulting linear stochastic system of differential equation. the main purpose of this paper is the stability investigatio...

the aim of this paper is to study the high order difference scheme for the solution of a fractional partial differential equation (pde) in the electroanalytical chemistry. the space fractional derivative is described in the riemann-liouville sense. in the proposed scheme we discretize the space derivative with a fourth-order compact scheme and use the grunwald- letnikov discretization of the ri...

Recently the biharmonic form of the Navier-Stokes (N-S) equations have been solved in various domains by using second order compact discretization. In this paper, we present a fourth order essentially compact (4OEC) finite difference scheme for the steady N-S equations in geometries beyond rectangular. As a further advancement to the earlier formulations on the classical biharmonic equation tha...

A numerical method for the solution of the elliptic MongeAmpère Partial Differential Equation, with boundary conditions corresponding to the Optimal Transportation (OT) problem is presented. A local representation of the OT boundary conditions is combined with a finite difference scheme for the Monge-Ampère equation. Newton’s method is implemented leading to a fast solver, comparable to solving...

In this work we present a general approach for developing high-order compact differencing schemes by utilizing the governing differential equation to help approximate truncation error terms. As an illustrative application we consider the stream-function vorticity form of the Navier Stokes equations, and provide driven cavity results. Some extensions to treat non-constant metric coefficients res...