About: Finite difference method is a research topic. Over the lifetime, 21603 publications have been published within this topic receiving 468852 citations. The topic is also known as: Finite-difference methods & FDM.
TL;DR: The de Rham Complex and Elasticity Complex of the MPFA O-Method for General Quadrilateral Grids in Two and Three Dimensions are discussed in this article, as well as a Cell-Centered Finite Difference Method on Quadrilaterals and the development and application of compatible Discretizations of Maxwell's Equations.
Abstract: Numerical Convergence of the MPFA O-Method for General Quadrilateral Grids in Two and Three Dimensions.- Differential Complexes and Stability of Finite Element Methods I. The de Rham Complex.- Defferential Complexes and Stability of Finite Element Methods II: The Elasticity Complex.- On the Role of Involutions in the Discontinuous Galerkin Discretization of Maxwell and Magnetohydrodynamic Systems.- Principles of Mimetic Discretizations of Differential Operators.- Compatible Discretizations for Eigenvalue Problems.- Conjugated Bubnov-Galerkin Infinite Element for Maxwell Equations.- Covolume Discretization of Differential Forms.- Mimetic Reconstruction of Vectors.- A Cell-Centered Finite Difference Method on Quadrilaterals.- Development and Application of Compatible Discretizations of Maxwell's Equations.
TL;DR: In this paper, a linear model for neutral surface-layer flow over complex terrain is presented, which combines the simplicity and computational efficiency of linear methods with flexibility for closure schemes of finite-difference methods.
Abstract: A linear model for neutral surface-layer flow over complex terrain is presented. The spectral approach in the two horizontal coordinates and the finite-difference method in the vertical combines the simplicity and computational efficiency of linear methods with flexibility for closure schemes of finite-difference methods. This model makes it possible to make high-resolution computations for an arbitrary distribution of surface roughness and topography. Mixing-length closure as well as E − e closure are applied to two-dimensional flow above sinusoidal variations in surface roughness, the step-in-roughness problem, and to two-dimensional flow over simple sinusoidal topography. The main difference between the two closure schemes is found in the shear-stress results. E − e has a more realistic description of the memory effects in length and velocity scales when the surface conditions change. Comparison between three-dimensional model calculations and field data from Askervein hill shows that in the outer layer, the advection effects in the shear stress itself are also important. In this layer, an extra equation for the shear stress is needed.
TL;DR: In this paper, a stable and explicit second order accurate finite difference method for the elastic wave equation in curvilinear coordinates is presented, and the discretization of the spatial operators in the method is shown to be self-adjoint for free surface, Dirichlet and periodic boundary conditions.
Abstract: A stable and explicit second order accurate finite difference method for the elastic wave equation in curvilinear coordinates is presented. The discretization of the spatial operators in the method is shown to be self-adjoint for free-surface, Dirichlet and periodic boundary conditions. The fully discrete version of the method conserves a discrete energy to machine precision.
TL;DR: In this article, the authors present a fast finite difference method to accurately determine these propagation numbers and the corresponding normal modes, which consists of a combination of well-known numerical procedures such as Sturm sequences, the bisection method, Newton's and Brents methods, Richardson extrapolation, and inverse iteration.
Abstract: The method of normal modes is frequently used to solve acoustic propagation problems in stratified oceans. The propagation numbers for the modes are the eigenvalues of the boundary value problem to determine the depth dependent normal modes. Errors in the numerical determination of these eigenvalues appear as phase shifts in the range dependence of the acoustic field. Such errors can severely degrade the accuracy of the normal mode representation, particularly at long ranges. In this paper we present a fast finite difference method to accurately determine these propagation numbers and the corresponding normal modes. It consists of a combination of well‐known numerical procedures such as Sturm sequences, the bisection method, Newton’s and Brent’s methods, Richardson extrapolation, and inverse iteration. We also introduce a modified Richardson extrapolation procedure that substantially increases the speed and accuracy of the computation.
TL;DR: A jump-diffusion model for a single-asset market is considered and results showing the quadratic convergence of the methods are given for Merton's model and Kou's model.