Domain decomposition schemes with high-order accuracy and unconditional stability

2013 ◽  
Vol 219 (11) ◽  
pp. 6170-6181 ◽  
Author(s):  
Wenrui Hao ◽  
Shaohong Zhu
Keyword(s):  
Domain Decomposition ◽  
Unconditional Stability ◽  
High Order ◽  
High Order Accuracy ◽  
Order Accuracy ◽  
Decomposition Schemes

scholarly journals High-Order Hybrid WCNS-CPR Scheme for Shock Capturing of Conservation Laws

2020 ◽  
Vol 2020 ◽  
pp. 1-13
Author(s):  
Jia Guo ◽  
Huajun Zhu ◽  
Zhen-Guo Yan ◽  
Lingyan Tang ◽  
Songhe Song
Keyword(s):  
Computational Cost ◽  
High Order ◽  
Shock Capturing ◽  
High Order Accuracy ◽  
Hybrid Technique ◽  
Hybrid Scheme ◽  
Order Accuracy ◽  
Order Of Accuracy ◽  
Reconstruction Scheme ◽  
High Gradients

By introducing hybrid technique into high-order CPR (correction procedure via reconstruction) scheme, a novel hybrid WCNS-CPR scheme is developed for efficient supersonic simulations. Firstly, a shock detector based on nonlinear weights is used to identify grid cells with high gradients or discontinuities throughout the whole flow field. Then, WCNS (weighted compact nonlinear scheme) is adopted to capture shocks in these areas, while the smooth area is calculated by CPR. A strategy to treat the interfaces of the two schemes is developed, which maintains high-order accuracy. Convergent order of accuracy and shock-capturing ability are tested in several numerical experiments; the results of which show that this hybrid scheme achieves expected high-order accuracy and high resolution, is robust in shock capturing, and has less computational cost compared to the WCNS.

Convergence of a highly accurate quasi-interpolation method for options pricing

2017 ◽  
Vol 04 (04) ◽  
pp. 1750048
Author(s):  
Shengliang Zhang
Keyword(s):  
Stock Price ◽  
Interpolation Method ◽  
High Order ◽  
Basis Functions ◽  
High Order Accuracy ◽  
Options Pricing ◽  
Interpolation Scheme ◽  
Time Step ◽  
Order Accuracy ◽  
Tree Approach

A highly accurate radial basis functions (RBFs) quasi-interpolation method for calculating American options prices has been presented by some researchers, which possesses a high order accuracy compared with existing numerical methods. In this study, we show the convergence of the proposed RBFs quasi-interpolation scheme from the view point of probability. It will be confirmed to be a multinomial tree approach, in which in one time step the underlying stock price can arrive at an infinity of possible values. This helps understand the high-order accuracy of the method.

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