Classroom Note:Calculation of Weights in Finite Difference Formulas

From MaRDI portal
Publication:4210373

DOI10.1137/S0036144596322507zbMath0914.65010OpenAlexW2028546901MaRDI QIDQ4210373

Bengt Fornberg

Publication date: 21 September 1998

Published in: SIAM Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0036144596322507




Related Items (only showing first 100 items - show all)

\texttt{libEMM}: a fictious wave domain 3D CSEM modelling library bridging sequential and parallel GPU implementationSolving partial differential equations in computational mechanics via nonlocal numerical approachesA high-order deferred correction method for the solution of free boundary problems using penalty iteration, with an application to American option pricingSMIwiz: an integrated toolbox for multidimensional seismic modelling and imagingFree Vibration Analysis of Rectangular Thin Plates Resting on Nonhomogeneous Elastic Foundations by Using Matched Interface and Boundary Algorithms and their Multi-Domain FormulationsA local meshless procedure to determine the unknown control parameter in the multi-dimensional inverse problemsMethod of lines study of nonlinear dispersive wavesA mixed approximate method to simulate generalized Hirota-Satsuma coupled KdV equationsA penalty method for numerically handling dispersive equations with incompatible initial and boundary dataHigh-order FDTD methods via derivative matching for Maxwell's equations with material interfacesA FFT accelerated high order finite difference method for elliptic boundary value problems over irregular domainsHigh order schemes for the tempered fractional diffusion equationsAn algorithm for solving singular perturbation problems with mechanizationHighly accurate compact mixed methods for two point boundary value problemsA free-surface hydrodynamic model for density-stratified flow in the weakly to strongly non-hydrostatic regimeAn improved high order finite difference method for non-conforming grid interfaces for the wave equationFourth-order compact schemes for the numerical simulation of coupled Burgers' equationAn exploration of a balanced up-downwind scheme for solving Heston volatility model equations on variable gridsConvergence of finite difference methods for the wave equation in two space dimensionsLinear stability analysis of inclined two-layer stratified flowsFinite difference weights, spectral differentiation, and superconvergenceFully localized post-buckling states of cylindrical shells under axial compressionConvergence of the compact finite difference method for second-order elliptic equationsOptimized explicit finite-difference schemes for spatial derivatives using maximum normNumerical continuation of boundaries in parameter space between stable and unstable periodic travelling wave (wavetrain) solutions of partial differential equationsA level set two-way wave equation approach for Eulerian interface trackingTime-splitting finite difference method with the wavelet-adaptive grids for semiclassical Gross-Pitaevskii equation in supercritical caseA staggered-grid finite-difference scheme optimized in the time-space domain for modeling scalar-wave propagation in geophysical problemsSecond order method for solving 3D elasticity equations with complex interfacesMapped hybrid central-WENO finite difference scheme for detonation waves simulationsOut-of-plane elastic waves in 2D models of solids: a case study for a nonlocal discretization scheme with reduced numerical dispersionComparisons of matched interface and boundary (MIB) method and its interpolation formulation for free vibration analysis of stepped beams and platesRBF-FD formulas and convergence propertiesA novel local meshless scheme based on the radial basis function for pricing multi-asset optionsAn economical robust algorithm for solving 1D coupled Burgers' equations in a semi-Lagrangian frameworkMulticanonical analysis of rogue wave probabilitiesTwo-dimensional orthotropic plate problems in a thermal environment: refined crack modellingSimulating 2D waves propagation in elastic solid media using wavelet based adaptive methodGlobal 2D digital image correlation for motion estimation in a finite element framework: a variational formulation and a regularized, pyramidal, multi-grid implementationA fast sine transform accelerated high-order finite difference method for parabolic problems over irregular domainsA new solution method for stochastic differential equations via collocation approachA Comparison Study of HO-CFD and DSC-RSK with Small Computational Bandwidths for Solving Some Classes of Boundary-Value and Eigenvalue ProblemsStabilization of RBF-generated finite difference methods for convective PDEsNumerical Solutions and Pattern Formation Process in Fractional Diffusion-Like EquationsCompact finite difference methods for high order integro-differential equationsEuler-Maclaurin and Gregory interpolantsA semi-Lagrangian approach for numerical simulation of coupled Burgers' equationsInverse multi-quadric RBF for computing the weights of FD method: application to American optionsNumerical solution of advection-diffusion type equation by modified error correction schemeOrder \(10^4\) speedup in global linear instability analysis using matrix formationFFT-based high order central difference schemes for Poisson's equation with staggered boundariesA highly efficient time-space-domain optimized method with Lax-Wendroff type time discretization for the scalar wave equationNumerical pricing of options using high-order compact finite difference schemesA spatially second order alternating direction implicit (ADI) method for solving three dimensional parabolic interface problemsA matched Peaceman-Rachford ADI method for solving parabolic interface problemsHigh order accurate in time, fourth order finite difference schemes for the harmonic mapping flowA new method for evaluating options based on multiquadric RBF-FD methodThree-dimensional matched interface and boundary (MIB) method for treating geometric singularitiesThe linear stability of a ridge of fluid subject to a jet of airTemporal instabilities of a mixing layer with uniform and nonuniform particle loadingsA New Family of Difference Schemes for Space Fractional Advection Diffusion EquationStability Analysis for Wave Simulation in 3D Poroelastic Media with the Staggered-Grid MethodSolving mixed classical and fractional partial differential equations using short-memory principle and approximate inversesAn interpolation matched interface and boundary method for elliptic interface problemsRadial basis functions: developments and applications to planetary scale flowsSpectral Method and High-Order Finite Differences for the Nonlinear Cable EquationDerivative formulae and errors for non-uniformly spaced pointsHigh order matched interface and boundary method for elliptic equations with discontinuous coefficients and singular sourcesAn application of the interpolating scaling functions to wave packet propagationNumerical solution of the Helmholtz equation in an infinite strip by Wiener-Hopf factorizationMultiresolution based adaptive schemes for second order hyperbolic PDEs in elastodynamic problemsFinite Differences in Forward and Inverse Imaging Problems: MaxPol DesignUnnamed ItemIterative methods for nonlinear systems associated with finite difference approach in stochastic differential equationsOptimized finite difference formulas for accurate high frequency componentsApproximation of eigenvalues of Sturm-Liouville problems defined on a semi-infinite domainMatched interface and boundary (MIB) for the implementation of boundary conditions in high-order central finite differencesFast high-dimensional node generation with variable densitySimulation of advection-diffusion-dispersion equations based on a composite time discretization schemeFirst applications of a formula for the error of finite sinc interpolationMatched interface and boundary (MIB) method for the vibration analysis of platesHigh-Order Finite-Differences on Multi-threaded Architectures Using OCCAAn augmented matched interface and boundary (MIB) method for solving elliptic interface problemAn energy stable fourth order finite difference scheme for the Cahn-Hilliard equationMatched Interface and Boundary Method for Free Vibration Analysis of Irregular MembranesOn the spurious solutions in the high-order finite difference methods for eigenvalue problemsComputational methods for optical molecular imagingOptimal staggered-grid finite-difference method for wave modeling based on artificial neural networksA new time-space domain high-order finite-difference method for the acoustic wave equationExponential Polynomial Block MethodsMaximizing the CFL number of stable time-space domain explicit finite-difference modelingA MATLAB implementation of upwind finite differences and adaptive grids in the method of linesMethod of lines solutions of the extended Boussinesq equationsAdaptive method of lines solutions for the extended fifth-order Korteweg-de Vries equationCompact approximate Taylor methods for systems of conservation lawsScattered node compact finite difference-type formulas generated from radial basis functionsUsing the Dafermos entropy rate criterion in numerical schemesHigh-order ADI-FDTD schemes for Maxwell's equations with material interfaces in two dimensionsMatched interface and boundary method for elasticity interface problemsLessons for adaptive mesh refinement in numerical relativity




This page was built for publication: Classroom Note:Calculation of Weights in Finite Difference Formulas