We consider mimetic finite difference approximations to second order elliptic problems on non-matching multi-block grids. Mortar finite elements are employed on the non-matching interfaces to impose weak continuity of the velocity. Optimal convergence and, for certain cases, superconvergence is established for both the scalar variable and the velocity.

In this paper, we give sixth order compact finite difference formula for second order integro-differential equations (IDE) with different boundary conditions, and both of error estimates and numerical experiments confirm our compact finite difference method can get fifth order of accuracy. We also adjust compact finite difference method for first order IDE and a system of IDE and give numerical...

Compact finite difference methods feature high-order accuracy with smaller stencils and easier application of boundary conditions, and have been employed as an alternative to spectral methods in direct numerical simulation and large eddy simulation of turbulence. The underpinning idea of the method is to cancel lower-order errors by treating spatial Taylor expansions implicitly. Recently, some ...

In this paper, we give a fourth-order compact finite difference scheme for the general forms of two point boundary value problems and two dimensional elliptic partial differential equations (PDE’s). By decomposing the coefficient matrix into a sum of several matrixes after we discretize the original problem, we can obtain a lower bound for the smallest eigenvalue of the coefficient matrix. Thus...

we focus on the use of two stable and accurate explicit finite difference schemes in order to approximate the solution of stochastic partial differential equations of it¨o type, in particular, parabolic equations. the main properties of these deterministic difference methods, i.e., convergence, consistency, and stability, are separately developed for the stochastic cases.

We introduce a hybrid method to couple continuous Galerkin finite element methods and high-order difference in nonconforming multiblock fashion. The aim is optimize computational efficiency when complex geometries are present. proposed coupling technique requires minimal changes the existing schemes while maintaining strict stability, accuracy, energy conservation. Results demonstrated on linea...