Abstract: This manuscript proposes a general parallel directsolver framework to parallelize and accelerate the implicit numerical simulation of wave propagation. To illustrate the concept, 1D implicit ...

Abstract: The implicit Finite-Difference Time-Domain (FDTD) methods represent a class of algorithms that alleviate or even eliminate the Courant–Friedrich-Lev (CFL) stability condition inherent in ...

This is a preview. Log in through your library . Abstract An implicit finite difference method of fourth order accuracy (in space and time) is introduced for the numerical solution of one-dimensional ...

Two-phase, incompressible flow in porous media is governed by a system of nonlinear partial differential equations. Convection physically dominates diffusion, and the object of this paper is to ...

It is very time consuming to solve fractional differential equations. The computational complexity of two-dimensional fractional differential equation (2D-TFDE) with iterative implicit finite ...

This project revisits the Black–Scholes equation and explores its numerical resolution using finite-difference schemes. We implement and compare explicit and implicit methods, assess their accuracy ...