A mixed finite-element finite-difference numerical method is developed to calculate nonlinear fluid-solid interaction problems. In this study, the structure is assumed to be rigid with large motion ...

We present a collection of stability results for finite difference approximations to the advection-diffusion equation ut = aux + buxx. The results are for centered difference schemes in space and ...

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

It is shown that finite differences are effective when the method of dependent realizations is exploited in the Monte Carlo simulations. Evaluation of other Greeks is also considered. Results of ...