JSTOR Daily

FOURTH-ORDER COMPACT FINITE DIFFERENCE METHODS AND MONOTONE ITERATIVE ALGORITHMS FOR QUASI-LINEAR ELLIPTIC BOUNDARY VALUE PROBLEMS

This paper is concerned with numerical methods for a class of two-dimensional quasilinear elliptic boundary value problems. A compact finite difference method with a nonisotropic mesh is proposed for ...
JSTOR Daily

STABILITY OF FINITE DIFFERENCE SCHEMES FOR HYPERBOLIC INITIAL BOUNDARY VALUE PROBLEMS

We study the stability of finite difference schemes for hyperbolic initial boundary value problems in one space dimension. Assuming l 2 -stability for the discretization of the hyperbolic operator as ...
Risk

Numerical simulation and applications of the convection–diffusion–reaction equation with the radial basis function in a finite-difference mode

This paper develops two local mesh-free methods for designing stencil weights and spatial discretization, respectively, for parabolic partial differential equations (PDEs) of ...
Risk

Numerical analysis of Monte Carlo evaluation of Greeks by finite differences

An error analysis of approximation of deltas (derivatives of the solution to the Cauchy problem for parabolic equations) by finite differences is given, taking into ...
Machine Design

What’s The Difference Between FEM, FDM and FVM?

What Are FEM, FDM and FVM? FEM, FDM and FVM differ from one another in important ways. Understanding these distinctions is key to selecting the method most appropriate for your purposes. The ...