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Multiscale Integration Schemes for Jump-Diffusion Systems

โœ Scribed by Givon, Dror; Kevrekidis, Ioannis G.

Book ID
118211775
Publisher
Society for Industrial and Applied Mathematics
Year
2008
Tongue
English
Weight
254 KB
Volume
7
Category
Article
ISSN
1540-3459

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๐Ÿ“œ SIMILAR VOLUMES

Extended one-step time-integration schem
Extended one-step time-integration schemes for convection-diffusion equations
โœ M.M. Chawla; M.A. Al-Zanaidi; M.G. Al-Aslab ๐Ÿ“‚ Article ๐Ÿ“… 2000 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 663 KB

We first describe a one-parameter family of unconditionally stable third-order timeintegration schemes for the convection-diffusion equation: ut + cux = vuxx, based on the extended trapezoidal formulas of Usmani and Agarwal [1]. Interestingly, there exists a method that is .fourth order as well as u