Results 21 to 30 of about 270 (76)
Comment on `conservative discretizations of the Kepler motion'
, 2009 We show that the exact integrator for the classical Kepler motion, recently found by Kozlov ({\it J. Phys. A: Math. Theor.\} {\bf 40} (2007) 4529-4539), can be derived in a simple natural way (using well known exact discretization of the harmonic ...
Agarwal R P +8 more
core +1 more source
An Efficient High Order Well-Balanced Finite Difference WENO Scheme for the Blood Flow Model
Advances in Applied Mathematics and Mechanics, 2018 The blood flow model admits the steady state, in which the flux gradient is non-zero and is exactly balanced by the source term. In this paper, we present a high order well-balanced finite difference weighted essentially non-oscillatory (WENO) scheme ...
Shouguo Qian
semanticscholar +1 more source
An adaptive stepsize algorithm for the numerical solving of initial-value problems
Analele Stiintifice ale Universitatii Ovidius Constanta: Seria Matematica, 2015 The present paper focuses on the efficient numerical solving of initial-value problems (IVPs) using digital computers and one-step numerical methods. We start from considering that the integration stepsize is the crucial factor in determining the number ...
Militaru Romulus
doaj +1 more source
Variable-step finite difference schemes for the solution of Sturm-Liouville problems
, 2014 We discuss the solution of regular and singular Sturm-Liouville problems by means of High Order Finite Difference Schemes. We describe a code to define a discrete problem and its numerical solution by means of linear algebra techniques.
Amodio, Pierluigi, Settanni, Giuseppina
core +1 more source
Demonstratio MathematicaThis article investigates new analytical wave solutions within the beta (β\beta ) fractional framework (Fκ\kappa IIAE and Fκ\kappa IIBE) of the Kuralay II equations, which are significant in the field of nonlinear optics.
Ege Serife Muge
doaj +1 more source
A novel stochastic ten non-polynomial cubic splines method for heat equations with noise term
Partial Differential Equations in Applied MathematicsIn this paper, a new numerical method for solving a class of stochastic partial differential equations is presented. The proposed method is based on a non-polynomial cubic spline algorithm with an O(h4) local truncation error.
Aisha F. Fareed +2 more
doaj +1 more source
A One Step Method for the Solution of General Second Order Ordinary Differential Equations [PDF]
, 2012 In this paper, an implicit one step method for the numerical solution of second order initial value problems of ordinary differential equations has been developed by collocation and interpolation technique.
Adesanya, A. A. +2 more
core +1 more source
Infant Mental Health Journal: Infancy and Early Childhood, Volume 45, Issue 2, Page 234-246, March 2024.Abstract Improving parental sensitivity is an important objective of interventions to support families. This study examined reliability and validity of parental sensitivity ratings using a novel package of an e‐learning tool and an interactive decision tree provided through a mobile application, called the OK! package.
Mirte L. Forrer +3 more
wiley +1 more source
Energy-preserving numerical schemes of high accuracy for one-dimensional Hamiltonian systems
, 2010 We present a class of non-standard numerical schemes which are modifications of the discrete gradient method. They preserve the energy integral exactly (up to the round-off error). The considered class contains locally exact discrete gradient schemes and
Cieśliński, Jan L. +1 more
core +1 more source
Distribution functions of Poisson random integrals: Analysis and computation [PDF]
, 2010 We want to compute the cumulative distribution function of a one-dimensional Poisson stochastic integral $I(\krnl) = \displaystyle \int_0^T \krnl(s) N(ds)$, where $N$ is a Poisson random measure with control measure $n$ and $\krnl$ is a suitable kernel ...
Taqqu, Murad S., Veillette, Mark S.
core +1 more source