scholarly journals Analysis of local defect correction and high-order compact finite differences

2006 ◽  
Vol 22 (4) ◽  
pp. 815-830 ◽  
Author(s):  
M. Sizov ◽  
M.J.H. Anthonissen ◽  
R.M.M. Mattheij
Keyword(s):  
Finite Differences ◽  
High Order ◽  
Local Defect ◽  
Defect Correction ◽  
Compact Finite Differences

scholarly journals High-order, stable, and conservative boundary schemes for central and compact finite differences

2019 ◽  
Vol 183 ◽  
pp. 84-101 ◽  
Author(s):  
P.T. Brady ◽  
D. Livescu
Keyword(s):  
Finite Differences ◽  
High Order ◽  
Compact Finite Differences

scholarly journals Efficient Hedging in Bates Model Using High-Order Compact Finite Differences

2017 ◽  
Author(s):  
Bertram DDring ◽  
Alexander Pitkin
Keyword(s):  
Finite Differences ◽  
High Order ◽  
Efficient Hedging ◽  
Compact Finite Differences

scholarly journals High-Order, Stable, and Conservative Boundary Schemes for Central and Compact Finite Differences

2019 ◽  
Author(s):  
Peter T. Brady ◽  
Daniel Livescu
Keyword(s):  
Finite Differences ◽  
High Order ◽  
Compact Finite Differences

Further analysis of the local defect correction method

Computing ◽  
1996 ◽  
Vol 56 (2) ◽  
pp. 117-139 ◽  
Author(s):  
P. J. J. Ferket ◽  
A. A. Reusken
Keyword(s):  
Correction Method ◽  
Local Defect ◽  
Defect Correction

scholarly journals High-Order "Cyclo-Difference" Techniques: An Alternative to Finite Differences

1995 ◽  
Vol 118 (2) ◽  
pp. 242-260 ◽  
Author(s):  
Mark H. Carpenter ◽  
John Otto
Keyword(s):  
Finite Differences ◽  
High Order

Convergence analysis of the local defect correction method for diffusion equations

2003 ◽  
Vol 95 (3) ◽  
pp. 401-425 ◽  
Author(s):  
M.J.H. Anthonissen ◽  
R.M.M. Mattheij ◽  
J.H.M. ten Thije Boonkkamp
Keyword(s):  
Convergence Analysis ◽  
Correction Method ◽  
Diffusion Equations ◽  
Local Defect ◽  
Defect Correction
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