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A New Fourth Order Difference Approximation for the Solution of Three-dimensional Non-linear Biharmonic Equations Using Coupled Approach
Three-Dimensional Non-Linear Biharmonic Equation Finite Differences Fourth Order Accuracy Compact Discretization Block-Block-Tridiagonal Tangential Derivatives Laplacian Stream Function Reynolds Number
2013/1/30
This paper deals with a new higher order compact difference scheme, which is, O(h4) using coupled approach on the 19-point 3D stencil for the solution of three dimensional nonlinear biharmonic equatio...
High order weak approximation schemes for Lévy-driven SDEs
Levy-driven stochastic di erential equation Euler scheme
2011/2/28
We propose new jump-adapted weak approximation schemes for stochas-tic di erential equations driven by pure-jump Levy processes.