difference methods

difference methods

[′dif·rəns ‚meth·ədz]
(mathematics)
Versions of the predictor-corrector methods of calculating numerical solutions of differential equations in which the prediction and correction formulas express the value of the solution function in terms of finite differences of a derivative of the function.
References in periodicals archive ?
BURRAGE, Finite difference methods and a Fourier analysis for the fractional reaction-subdiffusion equation, Appl.
He covers a brief review of the C++ programming language, basic building blocks, lattice models for option pricing, the Black/Scholes world, finite difference methods, implied volatility and volatility smiles, Monte Carlo simulation, and the Heath/Jarrow/Morton model.
Many Finite Element and Finite Difference methods along with analytical and experimental procedures have been successfully used in the study of hydrodynamic lubrication.
Among the topics are scalar hyperbolic conservation laws in one dimension of space, weak solutions and their properties, finite difference methods for hyperbolic systems, the treatment of source terms, and modeling in practice.
1984, "Numerical Models for Casting Solidification Part 1-The Coupling of the Boundary Element and Finite Difference Methods for Solidification Problems", Metallurigical Transactions B, 15B, pp.
In this section attempt will be made to discuss some fundamental rules governing construction of non-standard finite difference methods for the solution of differential equations.
For this generally ratio, product and difference methods of estimations are used amongst which difference method yields maximum efficiency.
The main idea behind the finite difference methods for obtaining the solution of a given partial differential equation is to approximate the derivatives appearing in the equation by a set of values of the function at a selected number of points.
GiD is designed as an easy-to-use portal for all types of numerical computations, from finite element analyses, to boundary element analyses, to finite difference methods.
Varying the values of k in the continuous form formula y for a constant value of h on the same mesh, leads to variable order multistep finite difference methods.
Time dependent problems and difference methods, 2d ed.

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