Compact difference schemes of high-order accuracy
โ Scribed by M. V. Kutniv, V. L. Makarov
- Book ID
- 113072847
- Publisher
- Springer US
- Year
- 2012
- Tongue
- English
- Weight
- 158 KB
- Volume
- 183
- Category
- Article
- ISSN
- 1573-8795
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๐ SIMILAR VOLUMES
Two high-order compact-difference schemes have been developed for solving three-dimensional, time-dependent Maxwell equations. Spurious high-frequency oscillatory components of the numerical solution, which are considered to be among the principal sources of time instability, are effectively suppres
We consider high-order compact (HOC) schemes for quasilinear parabolic partial differential equations to discretise the Black-Scholes PDE for the numerical pricing of European and American options. We show that for the heat equation with smooth initial conditions, the HOC schemes attain clear fourth