Analysis on two approaches for high order accuracy finite difference computation

Author:

Zhang Jun,Geng Xinyu,Dai Ruxin

Publisher

Elsevier BV

Subject

Applied Mathematics

Reference11 articles.

1. A single cell high order scheme for the convection–diffusion equation with variable coefficients;Gupta;International Journal of Numerical Methods in Fluids,1984

2. High-order compact scheme for the steady stream-function vorticity equations;Spotz;International Journal of Numerical Methods in Engineering,1995

3. Fourth-order compact scheme with local mesh refinement for option pricing in jump-diffusion model;Lee;Numerical Methods for Partial Differential Equations,2012

4. A high order finite difference algorithm for solving incompressible Navier–Stokes equations;Tian;International Journal for Numerical Methods in Engineering,2011

5. Fourth-order compact difference and alternating direction implicit schemes for telegraph equations;Xie;Computer Physics Communications,2012

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