JSTOR Daily

A Mixed Finite-Element Finite-Difference Method for Nonlinear Fluid-Structure Interaction Dynamics. I. Fluid-Rigid Structure Interaction

This is a preview. Log in through your library . Abstract A mixed finite-element finite-difference numerical method is developed to calculate nonlinear fluid-solid interaction problems. In this study, ...
JSTOR Daily

On Finite-Difference Methods for the Numerical Solution of Boundary-Value Problems

We consider the application of finite-difference methods to the numerical solution of boundary-value problems. In particular we are concerned to study the feasibility and convergence of the difference ...
Risk

Hybrid finite-difference/pseudospectral methods for the Heston and Heston–Hull–White partial differential equations

We propose a hybrid spatial finite-difference/pseudospectral discretization for European option-pricing problems under the Heston and Heston–Hull–White models. In ...
Risk

Numerical analysis of Monte Carlo evaluation of Greeks by finite differences

An error analysis of approximation of deltas (derivatives of the solution to the Cauchy problem for parabolic equations) by finite differences is given, taking into ...
Machine Design

What’s The Difference Between FEM, FDM and FVM?

What Are FEM, FDM and FVM? FEM, FDM and FVM differ from one another in important ways. Understanding these distinctions is key to selecting the method most appropriate for your purposes. The ...