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1

Floyd, Stewart Allen. "A qualitative analysis of finite difference equations in R[superscript n]." Thesis, Georgia Institute of Technology, 1990. http://hdl.handle.net/1853/29441.

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蔡景華 and King-wah Choi. "Finite difference modelling of estuarine hydrodynamics." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1985. http://hub.hku.hk/bib/B30425153.

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Hayman, Kenneth John. "Finite-difference methods for the diffusion equation." Title page, table of contents and summary only, 1988. http://web4.library.adelaide.edu.au/theses/09PH/09phh422.pdf.

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4

Ampadu, Ebenezer. "Implementation of some finite difference methods for the pricing of derivatives using C++ programming." Link to electronic thesis, 2007. http://www.wpi.edu/Pubs/ETD/Available/etd-051807-164436/.

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5

Demirayak, Murat Neslitürk Ali İhsan. "Analysis Of Finite Difference Methods For Convection-Diffusion Problem/." [s.l.]: [s.n.], 2004. http://library.iyte.edu.tr/tezler/master/matematik/T000481.pdf.

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Ağıroğlu, İzzet Onur Tanoğlu Gamze. "An application of the finite differences method to a dynamical interface problem/." [s.l.]: [s.n.], 2004. http://library.iyte.edu.tr/tezler/master/matematik/T000445.pdf.

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7

Trojan, Alice von. "Finite difference methods for advection and diffusion." Title page, abstract and contents only, 2001. http://web4.library.adelaide.edu.au/theses/09PH/09phv948.pdf.

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Includes bibliographical references (leaves 158-163). Concerns the development of high-order finite-difference methods on a uniform rectangular grid for advection and diffuse problems with smooth variable coefficients. This technique has been successfully applied to variable-coefficient advection and diffusion problems. Demonstrates that the new schemes may readily be incorporated into multi-dimensional problems by using locally one-dimensional techniques, or that they may be used in process splitting algorithms to solve complicatef time-dependent partial differential equations.
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Choi, King-wah. "Finite difference modelling of estuarine hydrodynamics /." [Hong Kong] : University of Hong Kong, 1985. http://sunzi.lib.hku.hk/hkuto/record.jsp?B1232503X.

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9

Reimers, Mark Allan. "Hyper-finite methods for multi-dimensional stochastic processes." Thesis, University of British Columbia, 1986. http://hdl.handle.net/2429/27515.

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In this thesis we introduce Non-Standard Methods, in particular the use of hyperfinite difference equations, to the study of space-time random processes. We obtain a new existence theorem in the spirit of Keisler (1984) for the one dimensional heat equation forced non-linearly by white noise. We obtain several new results on the sample path properties of the Critical Branching Measure Diffusion, and show that in one dimension it has a density which satisfies a non-linearly forced heat equation. We also obtain results on the dimension of the support of the Fleming-Viot Process.<br>Science, Facu
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10

Kama, Phumezile. "Non-standard finite difference methods in dynamical systems." Thesis, Pretoria : [s.n.], 2009. http://upetd.up.ac.za/thesis/available/etd-07132009-163422.

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11

Dea, John R. "High-order non-reflecting boundary conditions for the linearized Euler equations." Monterey, Calif. : Naval Postgraduate School, 2008. http://edocs.nps.edu/npspubs/scholarly/theses/2008/Sept/08Sep%5FDea%5FPhD.pdf.

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Dissertation (Ph.D. in Applied Mathematics)--Naval Postgraduate School, September 2008.<br>Dissertation Advisor(s): Neta, Beny. "September 2008." Description based on title screen as viewed on November 6, 2008. Includes bibliographical references (p. 161-170). Also available in print.
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12

Johnson, Fen Rui. "A study of finite and linear elasticity." CSUSB ScholarWorks, 1996. https://scholarworks.lib.csusb.edu/etd-project/1096.

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13

Chirvasa, Mihaela. "Finite difference methods for 1st Order in time, 2nd order in space, hyperbolic systems used in numerical relativity." Phd thesis, Universität Potsdam, 2010. http://opus.kobv.de/ubp/volltexte/2010/4213/.

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This thesis is concerned with the development of numerical methods using finite difference techniques for the discretization of initial value problems (IVPs) and initial boundary value problems (IBVPs) of certain hyperbolic systems which are first order in time and second order in space. This type of system appears in some formulations of Einstein equations, such as ADM, BSSN, NOR, and the generalized harmonic formulation. For IVP, the stability method proposed in [14] is extended from second and fourth order centered schemes, to 2n-order accuracy, including also the case when some first order
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14

Steinle, Peter John. "Finite difference methods for the advection equation /." Title page, table of contents and abstract only, 1993. http://web4.library.adelaide.edu.au/theses/09PH/09phs8224.pdf.

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15

Persson, Jonas. "Accurate Finite Difference Methods for Option Pricing." Doctoral thesis, Uppsala : Acta Universitatis Upsaliensis, 2006. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-7097.

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16

Ghosh, Swarnava Ghosh. "Orbital-free density functional theory using higher-order finite differences." Thesis, Georgia Institute of Technology, 2015. http://hdl.handle.net/1853/53603.

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Density functional theory (DFT) is not only an accurate but also a widely used theory for describing the quantum-mechanical electronic structure of matter. In this approach, the intractable problem of interacting electrons is simplified to a tractable problem of non-interacting electrons moving in an effective potential. Even with this simplification, DFT remains extremely computationally expensive. In particular, DFT scales cubically with respect to the number of atoms, which restricts the size of systems that can be studied. Orbital free density functional theory (OF-DFT) represents a simpli
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17

Wang, Xi. "Finite Differences Based on Radial Basis Functions to Price Options." Thesis, Uppsala universitet, Analys och sannolikhetsteori, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-243518.

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18

Sena, Giuseppe A. (Giuseppe Antonio). "Very large scale finite differences in modeling of seismic waves." Thesis, Massachusetts Institute of Technology, 1994. http://hdl.handle.net/1721.1/58055.

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19

Ashworth, Eileen. "Heat flow into underground openings: Significant factors." Diss., The University of Arizona, 1992. http://hdl.handle.net/10150/185768.

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This project investigates the heat flow from the rock into ventilating airways by studying various parameters. Two approaches have been used: laboratory measurement of thermal properties to study their variation, and analytic and numerical models to study the effect of these variations on the heat flow. Access to a heat-flux system and special treatment of contact resistance has provided the opportunity to study thermal conductivity as a function of moisture contained in rock specimens. For porous sandstone, tuff, and concretes, thermal conductivity can double when the specimens are soaked; th
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20

Werpers, Jonatan. "Numerical simulation of solitons in the nerve axon using finite differences." Thesis, Uppsala universitet, Avdelningen för beräkningsvetenskap, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-234383.

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A High-order accurate finite difference scheme is derived for a non-linear soliton model of nerve signal propagation in axons. Boundary conditions yielding well-posed problems are suggested and included in the scheme using a penalty technique. Stability is shown using the summation-by-parts framework for a frozen parameter version of the non-linear problem.
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21

Lønsethagen, Simen Andreas Andreassen. "Krylov Subspace Accelerated Algebraic Multigrid for Mimetic Finite Differences on GPUs." Thesis, Norges teknisk-naturvitenskapelige universitet, Institutt for matematiske fag, 2012. http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-19328.

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The topic of this thesis is GPU accelerated sparse linear algebra for subsurface reservoir modeling. Numerical techniques for reservoir sim- ulations are described and we present the open source reservoir simula- tion software toolbox MRST. We discuss some of the challenges related to linear algebra and reservoir simulation. Furthermore, we discuss the possibility GPU-acceleraing the linear algebra for reservoir simulation, and implement a GPU based CG solver preconditioned with AMG for MRST, using the open source linear algebra library CUSP.
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22

Sjöberg, Alexander. "Adaptive finite differences to price European options under the Bates model." Thesis, Uppsala universitet, Institutionen för informationsteknologi, 2013. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-206899.

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This thesis presents the pricing of European options under the Bates model, using adaptivity in order to efficiently distribute the grid points in space. For a fixed number of grid points the size of the absolute error, when using the adaptive approach, is reduced compared to the corresponding equidistant grid. Since the adaptive method needs less grid points for a certain error, the linear system of equations that needs to be solved becomes smaller and the memory costs are reduced. The implementation does not rest upon heavy optimization or parallelization theory, but nevertheless it solves t
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23

Dumanois, Stephane. "Least Squares Radial Basis Function generated Finite Differences for Option Pricing." Thesis, Uppsala universitet, Tillämpad matematik och statistik, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-312815.

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24

Svärd, Magnus. "Stable high-order finite difference methods for aerodynamics /." Uppsala : Acta Universitatis Upsaliensis : Univ.-bibl. [distributör], 2004. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-4621.

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25

Sousa, Ercília. "Finite differences for the convection-diffusion equation : on stability and boundary conditions." Thesis, University of Oxford, 2001. http://ora.ox.ac.uk/objects/uuid:8369da31-2229-4e05-846c-de3072ac1a37.

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The solution of convection-diffusion problems is a challenging task for numerical methods because of the nature of the governing equation, which includes a non-dissipative component and a dissipative component. Once the convection-diffusion equation is discretised, it is usual to observe oscillations in the computed solution regardless of whether these might be expected in the original physical situation. Mostly these oscillations are the result of numerical instability. This thesis centres on this fundamental difficulty: the numerical stability of finite difference discretisation of a convect
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26

Sharp, Richard Paul. "Computational approaches for diffusive light transport finite-elements, grid adaption, and error estimation /." Columbus, Ohio : Ohio State University, 2006. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=osu1154705561.

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27

Dong, Hao. "Adaptive moving grid method to two-phase flow problesm." HKBU Institutional Repository, 2011. http://repository.hkbu.edu.hk/etd_ra/1275.

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28

Meagher, Timothy P. "A New Finite Difference Time Domain Method to Solve Maxwell's Equations." PDXScholar, 2018. https://pdxscholar.library.pdx.edu/open_access_etds/4389.

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We have constructed a new finite-difference time-domain (FDTD) method in this project. Our new algorithm focuses on the most important and more challenging transverse electric (TE) case. In this case, the electric field is discontinuous across the interface between different dielectric media. We use an electric permittivity that stays as a constant in each medium, and magnetic permittivity that is constant in the whole domain. To handle the interface between different media, we introduce new effective permittivities that incorporates electromagnetic fields boundary conditions. That is, across
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29

Stephan, Andrew Jon Eugene. "Convection Driven Dynamos in Rotating Spheres." Thesis, The University of Sydney, 2015. http://hdl.handle.net/2123/14763.

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Of the objects in the solar system the Earth, Mercury, Jupiter, Saturn, Uranus, Neptune, Ganymede, and the Sun exhibit a magnetic field. These magnetic fields are believed to be generated by the magnetohydrodynamic dynamo process, in which current, generated as electrically conducting fluid crosses magnetic field lines, regenerates the magnetic field. Although most of the bodies listed above are believed to consist of a fluid outer core with a solid inner core, i.e. a spherical shell geometry, the full sphere dynamo problem is of physical interest as the dynamo of the early Earth, the ancient
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30

Bencharif, Nasr-Eddine. "Linear and nonlinear deflection analysis of thick rectangular plates using finite differences." Thesis, University of Ottawa (Canada), 1992. http://hdl.handle.net/10393/10984.

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Variational methods are widely used for the solution of complex differential equations in mechanics for which exact solutions are not possible. The finite difference method, although well known as an efficient numerical method was applied in the past only for the solution of linear and nonlinear thin plates. In the present study, the suitability of the method for the solution of nonlinear deflection of thick plates is studied for the first time. While there is major differences between small deflection and large deflection plate theories, the former can be treated as a particular case of the l
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31

Vasyliv, Yaroslav V. "Development of general finite differences for complex geometries using immersed boundary method." Thesis, Georgia Institute of Technology, 2015. http://hdl.handle.net/1853/54425.

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In meshfree methods, partial differential equations are solved on an unstructured cloud of points distributed throughout the computational domain. In collocated meshfree methods, the differential operators are directly approximated at each grid point based on a local cloud of neighboring points. The set of neighboring nodes used to construct the local approximation is determined using a variable search radius. The variable search radius establishes an implicit nodal connectivity and hence a mesh is not required. As a result, meshfree methods have the potential flexibility to handle problem set
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32

Mettot, Clément. "Linear stability, sensitivity, and passive control of turbulent flows using finite differences." Palaiseau, Ecole polytechnique, 2013. http://pastel.archives-ouvertes.fr/docs/00/92/19/08/PDF/Manuscript_Clement_Mettot.pdf.

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La contribution majeure de cette thèse consiste en un formalisme et une méthodologie permettant de réaliser une analyse de stabilité globale des écoulements turbulents. La dynamique de ces écoulements est modélisée à l'aide des équations moyennées RANS, on s'intéresse ainsi à l'évolution des grandes échelles turbulentes. Un formalisme global est adopté permettant d'analyser des écoulements complexes. Une approche de type discrète est proposée, où les équations sont d'abord discrétisées puis linéarisées par différences finies. Cette approche permet d'adopter une stratégie générique vis à vis du
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33

Kung, Christopher W. "Development of a time domain hybrid finite difference/finite element method for solutions to Maxwell's equations in anisotropic media." Columbus, Ohio : Ohio State University, 2009. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=osu1238024768.

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34

Tan, Zhijun. "Moving mesh finite volume method and its applications." HKBU Institutional Repository, 2005. http://repository.hkbu.edu.hk/etd_ra/592.

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35

He, Jianqing. "Finite difference time domain simulation of subpicosecond semiconductor optical devices." Diss., This resource online, 1993. http://scholar.lib.vt.edu/theses/available/etd-05042006-164534/.

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36

Teramoto, Elias Hideo [UNESP]. "Caracterização hidrogeológica e simulação numérica de fluxo em uma região situada no distrito industrial de Paulínia (SP)." Universidade Estadual Paulista (UNESP), 2007. http://hdl.handle.net/11449/92749.

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Made available in DSpace on 2014-06-11T19:26:10Z (GMT). No. of bitstreams: 0 Previous issue date: 2007-04-10Bitstream added on 2014-06-13T20:33:56Z : No. of bitstreams: 1 teramoto_eh_me_rcla.pdf: 2690171 bytes, checksum: e9bf862dfe4d665dcbf73deb1105b9b7 (MD5)<br>Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)<br>Em área contaminada por hidrocarbonetos, situada no município de Paulínia, a migração dos contaminantes e a eficiência do sistema de bombeamento são governadas pela heterogeneidade litológica do aqüífero local, constituído por rochas do Subgrupo Itararé, rochas i
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37

Sousa, Nadson de. "Metodos de diferenças finitas : conceitos e interpretações." [s.n.], 2009. http://repositorio.unicamp.br/jspui/handle/REPOSIP/306426.

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Orientador: Ricardo Caetano Azevedo Biloti<br>Dissertação (mestrado profissional) - Universidade Estadual de Campinas, Instituto de Matematica, Estatistica e Computação Cientifica<br>Made available in DSpace on 2018-08-13T04:58:29Z (GMT). No. of bitstreams: 1 Sousa_Nadsonde_M.pdf: 846587 bytes, checksum: 2e5832c38e969f5279654b4c89da83e3 (MD5) Previous issue date: 2009<br>Resumo: O presente trabalho aborda os métodos de diferenças finitas com suas propriedades e aplicações. Iniciamos com uma revisão histórica, destacando alguns matemáticos que participaram do desenvolvimento da teoria de méto
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38

Bouwer, Abraham. "The Du Fort and Frankel finite difference scheme applied to and adapted for a class of finance problems." Diss., Pretoria : [s.n.], 2009. http://upetd.up.ac.za/thesis/available/etd-10122009-193152.

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39

Kress, Wendy. "High Order Finite Difference Methods in Space and Time." Doctoral thesis, Uppsala : Acta Universitatis Upsaliensis : Univ.-bibl. [distributör], 2003. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-3559.

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40

Pezant, Joannes Charles. "High temperature thickness monitoring using ultrasonic waves." Thesis, Atlanta, Ga. : Georgia Institute of Technology, 2008. http://hdl.handle.net/1853/26577.

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Thesis (M. S.)--Electrical and Computer Engineering, Georgia Institute of Technology, 2009.<br>Committee Chair: Michaels, Jennifer; Committee Member: Jacobs, Laurence; Committee Member: Michaels, Thomas. Part of the SMARTech Electronic Thesis and Dissertation Collection.
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41

Maloney, James G. "Analysis and synthesis of transient antennas using the Finite-Difference Time-Domain (FDTD)." Diss., Georgia Institute of Technology, 1992. http://hdl.handle.net/1853/15052.

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42

Liow, J. (Jeih-San). "A two dimensional finite-difference simulation of seismic wave propagation in elastic media." Diss., Georgia Institute of Technology, 1988. http://hdl.handle.net/1853/25781.

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43

Kıran, Güçoğlu Arzu Tanoğlu Gamze. "The solution of some differential equations by nonstandard finite difference method/." [S.l.] : [s.n.], 2005. http://library.iyte.edu.tr/tezler/master/matematik/T000332.pdf.

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Thesis (Master)--İzmir Institute of Technology, İzmir, 2005<br>Keywords: Nonlinear differential equations, finite difference method, numeric simulation. Includes bibliographical references (leaves. 55-57).
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44

Wang, Bohe. "The application of finite difference method and MATLAB in engineering plates." Morgantown, W. Va. : [West Virginia University Libraries], 1999. http://etd.wvu.edu/templates/showETD.cfm?recnum=1037.

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Thesis (M.S.)--West Virginia University, 1999.<br>Title from document title page. Document formatted into pages; contains iv, 87 p. : ill. (some col.). Includes abstract. Includes bibliographical references (p. 86-87).
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45

Chavannes, Nicolas Pierre. "Local mesh refinement algorithms for enhanced modeling capabilities in the FDTD method /." Konstanz : Hartung-Gorre, 2002. http://www.loc.gov/catdir/toc/fy0801/2006483066.html.

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46

Tyler, Jonathan. "Analysis and implementation of high-order compact finite difference schemes /." Diss., CLICK HERE for online access, 2007. http://contentdm.lib.byu.edu/ETD/image/etd2177.pdf.

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47

Jahnke, Gunnar. "Methods for Seismic Wave Propagation on Local and Global Scales with Finite Differences." Diss., lmu, 2009. http://nbn-resolving.de/urn:nbn:de:bvb:19-112352.

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48

Ciydem, Mehmet. "Ray Based Finite Difference Method For Time Domain Electromagnetics." Phd thesis, METU, 2005. http://etd.lib.metu.edu.tr/upload/12606633/index.pdf.

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In this study, novel Ray Based finite difference method for Time Domain electromagnetics(RBTD) has been developed. Instead of solving Maxwell&rsquo<br>s hyperbolic partial differential equations directly, Geometrical Optics tools (wavefronts, rays) and Taylor series have been utilized. Discontinuities of electromagnetic fields lie on wavefronts and propagate along rays. They are transported in the computational domain by transport equations which are ordinary differential equations. Then time dependent field solutions at a point are constructed by using Taylor series expansion in time whose co
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49

Lee, Hwa Ok. "Cylindrical FDTD analysis of LWD tools through anisotropic dipping layered earth media." Connect to resource, 2005. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=osu1146148166.

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50

Wagner, Christopher Lincoln. "Theoretical basis for numerically exact three-dimensional time-domain algorithms." Online access for everyone, 2004. http://www.dissertations.wsu.edu/Dissertations/Spring2004/c%5Fwagner%5F050404.pdf.

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