This project work report provides a full solution of simplified Navier Stokes equations for The Incompressible Couette Problem. The well known analytical solution to the problem of incompressible couette is compared with a numerical solution. In that paper, I will provide a full solution with simple C code instead of MatLab or Fortran codes, which are known. For discrete problem formulation, im...

Numerical methods for the primitive equations (PEs) of oceanic flow are presented in this paper. First, a two-dimensional Poisson equation with a suitable boundary condition is derived to solve the surface pressure. Consequently, we derive a new formulation of the PEs in which the surface pressure Poisson equation replaces the nonlocal incompressibility constraint, which is known to be inconven...

This paper is concerned with transparent boundary conditions for the one dimensional time–dependent Schrödinger equation. They are used to restrict the original PDE problem that is posed on an unbounded domain onto a finite interval in order to make this problem feasible for numerical simulations. The main focus of this article is on the appropriate discretization of such transparent boundary c...

Advection equations appear often in large-scale mathematical models arising in many fields of science and engineering. The Crank-Nicolson scheme can successfully be used in the numerical treatment of such equations. The accuracy of the numerical solution can sometimes be increased substantially by applying the Richardson Extrapolation. Two theorems related to the accuracy of the calculations wi...

Bio-heat transfer is the study of external or internal heat transfer in the biological body. In different therapeutic treatments especially in cancer treatment, heat is used to cure infected cells. The required temperature that will kill the infected cell should be known before starting the thermal treatment on human tissue. The useful ways to measure the temperature distribution on human tissu...

In this paper, we consider a type of fractional diffusion equation (FDE) with variable coefficient on a finite domain. Firstly, we utilize a second-order scheme to approximate the Riemann-Liouville fractional derivative and present the finite difference scheme. Specifically, we discuss the Crank-Nicolson scheme and solve it in matrix form. Secondly, we prove the stability and convergence of the...

We analyze the discretization of an initial-boundary value problem for the cubic Schrödinger equation in one space dimension by a Crank–Nicolson–type finite difference scheme. We then linearize the corresponding equations at each time level by Newton’s method and discuss an iterative modification of the linearized scheme which requires solving linear systems with the same tridiagonal matrix. We...

This paper illustrates the use of the differentiation matrix technique for solving differential equations in finance. The technique provides a compact and unified formulation for a variety of discretisation and time-stepping algorithms for solving problems in one and two dimensions. Using differentiation matrix models, we compare time-stepping algorithms for option pricing computations and pres...

In this paper, we propose a finite difference method for the Riesz space fractional diffusion equations with delay and a nonlinear source term on a finite domain. The proposed method combines a time scheme based on the predictor-corrector method and the Crank-Nicolson scheme for the spatial discretization. The corresponding theoretical results including stability and convergence are provided. S...

We consider a model initial and boundary value problem for the wide-angle ‘parabolic’ equation Lur = icu of underwater acoustics, where L is a second-order differential operator in the depth variable z with depthand range-dependent coefficients. We discretize the problem by the Crank–Nicolson finite difference scheme and also by the forward Euler method using nonuniform partitions both in depth...