We use a higher order finite difference scheme for these Helmholtz equations to guarantee sufficient accuracy.
While the proper approach to fixing this problem would be to use a higher order HMM, this would be computationally inefficient.
The experimental results are compared with results obtained using a high order sandwich theory model.
The main ingredient of the numerical method is solutions of linearized Euler equations using a high order compact scheme.
The Manitoo library is devoted to the resolution of analytical non-linear problems using a high order method called asymptotic numerical method.
From the efficiency investigation, it is observed that performing subiterations with the strongly-coupled ESDIRK algorithm is more efficient than lowering time-step size using a high order loosely-coupled IMEX algorithm.
The system of Eqs. 7 and 8 is solved numerically using a high order discontinuous Galerkin method with a spectral/hp spatial discretization (of polynomial order 3) and a second-order Adams-Bashfort time integration scheme.
We use a high-order polynomial function (L p =6) to achieve a satisfactory fitting accuracy.
First we work with the linear complementarity formulation of the American put which does not require the explicit computation of the free-boundary and second we use a high-order finite difference scheme in an operator splitting framework.
In order to retain the data-rate, the precoder F 1 can use a higher-order QAM modulation.
