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 ...

SIAM Journal on Numerical Analysis, Vol. 51, No. 4 (2013), pp. 2470-2490 (21 pages) The primary aim of this paper is to answer the question, What are the highest-order five-or nine-point compact ...

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 ...