Simon Fraser University

Finite Difference Approximations of Derivatives

First-order derivatives: n additional function calls are needed. Second-order derivatives based on gradient calls, when the "grd" module is specified (Dennis and Schnabel 1983): n additional gradient ...
JSTOR Daily

A Survey of Some Applications of Probability and Stochastic Control Theory to Finite Difference Methods for Degenerate Elliptic and Parabolic Equations

Finite difference methods for degenerate linear and (certain) nonlinear elliptic and parabolic equations are analyzed from a probabilistic point of view, and probabilistic methods are used to show ...
JSTOR Daily

AN ENERGY STABLE AND CONVERGENT FINITE-DIFFERENCE SCHEME FOR THE MODIFIED PHASE FIELD CRYSTAL EQUATION

SIAM Journal on Numerical Analysis, Vol. 49, No. 3/4 (2011), pp. 945-969 (25 pages) We present an unconditionally energy stable finite difference scheme for the Modified Phase Field Crystal equation, ...
Nature

Elements of Finite Differences, also Solutions to Questions set for Part I of the Examinations of the Institute of Actuaries

THE first edition of this work, which is intended for students preparing for the first examination of the Institute of Actuaries, appeared in 1902. The present edition only differs from its ...
Risk

Numerical simulation and applications of the convection–diffusion–reaction equation with the radial basis function in a finite-difference mode

This paper develops two local mesh-free methods for designing stencil weights and spatial discretization, respectively, for parabolic partial differential equations (PDEs) of ...