In the present paper, the modified Runge-Kutta method is constructed, and it is proved that the modified Runge-Kutta method preserves the order of accuracy of the original one. The necessary and sufficient conditions under which the modified Runge-Kutta methods with the variable mesh are asymptotically stable are given. As a result, the θ-methods with 1 2 ≤ θ ≤ 1, the odd stage Gauss-Legendre m...

The simplest finite difference approximations for spatial derivatives are centered, explicit, and applied to “regular” equispaced grids. Well-established generalizations include the use of implicit (compact) approximations and staggered grids. We find here that the combination of these two concepts, together with high formal order of accuracy, is very effective for approximating the first deriv...

A quadrature free, Runge–Kutta discontinuous Galerkin method (QF-RK-DGM) is developed to solve the level set equation written in a conservative form on twoand tri-dimensional unstructured grids. We show that the DGM implementation of the level set approach brings a lot of additional benefits as compared to traditional ENO level set realizations. Some examples of computations are provided that d...

We study the efficiency of the approximate solution of ill-posed problems, based on discretized noisy observations, which we assume to be given beforehand. A basic purpose of the paper is the consideration of stochastic noise, but deterministic noise is also briefly discussed. We restrict ourselves to problems which can be formulated in Hilbert scales. Within this framework we shall quantify th...

Stable and accurate interface conditions are derived for the linear advection-diffusion equation. The conditions are functionally independent of the spatial order of accuracy and rely only on the form of the discrete operator. We focus on high-order finite-difference operators that satisfy the summation-by-parts (SBP) property. We prove that stability is a natural consequence of the SBP operato...

We investigate the strong stability preserving (SSP) property of two-step Runge– Kutta (TSRK) methods. We prove that all SSP TSRK methods belong to a particularly simple subclass of TSRK methods, in which stages from the previous step are not used. We derive simple order conditions for this subclass. Whereas explicit SSP Runge–Kutta methods have order at most four, we prove that explicit SSP TS...

We construct Bernstein-type operators on a triangle with one curved side. We study univariate operators, their product and Boolean sum, as well as their interpolation properties, the order of accuracy (degree of exactness, precision set) and the remainder of the corresponding approximation formulas. We also give some illustrative examples. Mathematics Subject Classification (2010). Primary 41A3...

Observation This entire document is written in Maple 16; its related PDF file will be generated depicting the construction of a 4th-order accurate mimetic divergence, thus matching Appendix J of [3]. However, the interested reader can download this Maple worksheet, make necessary changes, and produce the appropriate tailored results: Please state the required order of accuracy (an even integer ...

In the present investigation, the fully implicit and Crank–Nicolson difference schemes for solving option prices are analyzed. It is proved that the error expansions for the difference methods have the correct form for applying Richardson extrapolation to increase the order of accuracy of the approximations. The difference methods are applied to European, American, and down-and-out knock-out ca...

In standard equispaced finite difference (FD) formulas, symmetries can make the order of accuracy relatively high compared to the number of nodes in the FD stencil. With scattered nodes, such symmetries are no longer available. Thus, the number of nodes in the stencils can be relatively large compared to the resulting accuracy. The generalization of mehrstellenverfahren (compact) FD (CFD) formu...