Two new compact finite-difference schemes for the solution of boundary value problems in second-order non-linear ordinary differential equations, using non-uniform grids

Boundary Value Problems ◽

Boundary Value ◽

Difference Schemes ◽

Linear Ordinary Differential Equations ◽

Uniform Grids

On the sharpness of error bounds in connection with finite difference schemes on uniform grids for boundary value problems of ordinary differential equations

Numerical Functional Analysis and Optimization ◽

10.1080/01630569108816429 ◽

1991 ◽

Vol 12 (3-4) ◽

pp. 285-298 ◽

Cited By ~ 7

Author(s):

B. Büttgenbach ◽

H. Esser ◽

R. J. Nessel

Keyword(s):

Finite Difference ◽

Differential Equations ◽

Boundary Value Problems ◽

Error Bounds ◽

Boundary Value ◽

Difference Schemes ◽

Uniform Grids

Compact Finite Difference Schemes for Mixed Initial-Boundary Value Problems

SIAM Journal on Numerical Analysis ◽

10.1137/0719049 ◽

1982 ◽

Vol 19 (4) ◽

pp. 698-720 ◽

Cited By ~ 8

Author(s):

Richard B. Philips ◽

Milton E. Rose

Keyword(s):

Finite Difference ◽

Boundary Value Problems ◽

Boundary Value ◽

Initial Boundary ◽

Difference Schemes ◽

Initial Boundary Value Problems ◽

Compact Finite Difference Schemes ◽

Initial Boundary Value

A new method for constructing stable finite-difference schemes of any previously assigned order of approximation for linear ordinary differential equations

USSR Computational Mathematics and Mathematical Physics ◽

10.1016/0041-5553(75)90171-8 ◽

1975 ◽

Vol 15 (4) ◽

pp. 115-129

Author(s):

N.N. Gudovich

Keyword(s):

Finite Difference ◽

Differential Equations ◽

Difference Schemes ◽

New Method ◽

Linear Ordinary Differential Equations

Order Of Approximation ◽

Stability of finite difference schemes for hyperbolic initial boundary value problems II

ANNALI SCUOLA NORMALE SUPERIORE - CLASSE DI SCIENZE ◽

10.2422/2036-2145.2011.1.03 ◽

2011 ◽

pp. 37-98

Author(s):

Jean-François Coulombel

Keyword(s):

Finite Difference ◽

Boundary Value Problems ◽

Boundary Value ◽

Initial Boundary ◽

Difference Schemes ◽

Initial Boundary Value Problems ◽

Initial Boundary Value

On the construction of nonclassical finite-difference schemes for ordinary differential equations

Differential Equations ◽

10.1134/s0012266108040101 ◽

2008 ◽

Vol 44 (4) ◽

pp. 567-579 ◽

Cited By ~ 2

Author(s):

M. V. Bulatov

Keyword(s):

Finite Difference ◽

Differential Equations ◽

Difference Schemes ◽

Finite Difference Schemes

Stability of Finite Difference Schemes for Hyperbolic Initial Boundary Value Problems

Series in Contemporary Applied Mathematics - Hyperbolic Problems ◽

10.1142/9789814417099_0014 ◽

2012 ◽

pp. 184-195

Author(s):

Jean-François Coulombel

Keyword(s):

Finite Difference ◽

Boundary Value Problems ◽

Boundary Value ◽

Initial Boundary ◽

Difference Schemes ◽

Initial Boundary Value Problems ◽

Initial Boundary Value

High-Order Compact Finite Difference Schemes for Option Pricing in Stochastic Volatility Models on Non-Uniform Grids

SSRN Electronic Journal ◽

10.2139/ssrn.2295581 ◽

2013 ◽

Cited By ~ 5

Author(s):

Bertram Düring ◽

Michel Fournie ◽

Christof Heuer

Keyword(s):

Finite Difference ◽

Option Pricing ◽

Stochastic Volatility ◽

High Order ◽

Difference Schemes ◽

Stochastic Volatility Models ◽

Volatility Models ◽

Uniform Grids

Very high-order compact finite difference schemes on non-uniform grids for incompressible Navier–Stokes equations

Journal of Computational Physics ◽

10.1016/j.jcp.2006.11.007 ◽

2007 ◽

Vol 224 (2) ◽

pp. 1064-1094 ◽

Cited By ~ 83

Author(s):

Ratnesh K. Shukla ◽

Mahidhar Tatineni ◽

Xiaolin Zhong

Keyword(s):

Finite Difference ◽

Stokes Equations ◽

High Order ◽

Difference Schemes ◽

Navier Stokes ◽

Navier Stokes Equations ◽

Uniform Grids ◽

Very High

Twin solutions of boundary value problems for ordinary differential equations and finite difference equations

Computers & Mathematics with Applications ◽

10.1016/s0898-1221(01)00188-2 ◽

2001 ◽

Vol 42 (3-5) ◽

pp. 695-704 ◽

Cited By ~ 73

Author(s):

R.I. Avery ◽

Chuan Jen Chyan ◽

J. Henderson

Keyword(s):

Finite Difference ◽

Differential Equations ◽

Boundary Value Problems ◽

Difference Equations ◽

Boundary Value ◽

Finite Difference Equations

Investigations of nonstandard, Mickens-type, finite-difference schemes for singular boundary value problems in cylindrical or spherical coordinates

Numerical Methods for Partial Differential Equations ◽

10.1002/num.10055 ◽

2003 ◽

Vol 19 (3) ◽

pp. 380-398 ◽

Cited By ~ 30

Author(s):

Ron Buckmire

Keyword(s):

Finite Difference ◽

Boundary Value Problems ◽

Boundary Value ◽

Difference Schemes ◽

Singular Boundary ◽

Spherical Coordinates ◽

Singular Boundary Value Problems