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 ...
IN his preface, the author states that this volume includes material for a course in finite differences as well as a treatment of a number of special topics. A selection of material was necessary in ...
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 ...
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, ...
This paper develops two local mesh-free methods for designing stencil weights and spatial discretization, respectively, for parabolic partial differential equations (PDEs) of ...
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