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The stability and accuracy of EPIC algorithms

โœ Scribed by James W. Eastwood

Publisher
Elsevier Science
Year
1987
Tongue
English
Weight
646 KB
Volume
44
Category
Article
ISSN
0010-4655

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โœฆ Synopsis

In the absence of particle discretisation effects (quadrature errors) EPIC algorithms give accurate and unconditionally stable schemes for integrating kinematic fluid and MHD equations. If particle discretisation is introduced as a consistently applied trapezium rule quadrature, then unconditional stability is retained. However, it is shown that not all quadratures lead to stable schemes.

General results on linear stability are given. An analysis of dispersive and dissipative effects of finite particle number is presented, and the efficacy of the algorithms is illustrated by kinematics and dynamic test problems. The kinematic test with discrete particles showed unexpected stability and accuracy for large Courant numbers.

๐Ÿ“œ SIMILAR VOLUMES

Accuracy and Reliability Considerations
Accuracy and Reliability Considerations of Option Pricing Algorithms
โœ Yue-Kuen Kwok; Ka-Wo Lau ๐Ÿ“‚ Article ๐Ÿ“… 2001 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 297 KB

## Abstract A wide variety of computational schemes have been proposed for the numerical valuation of various classes of options. Experiences in numerical computation have revealed that the details of the implementation of the auxiliary conditions in the numerical algorithms may have profound effec