Results 21 to 30 of about 464 (65)
A nonstandard Euler-Maruyama scheme [PDF]
, 2015 We construct a nonstandard finite difference numerical scheme to approximate stochastic differential equations (SDEs) using the idea of weighed step introduced by R.E. Mickens.
Pierret, Frédéric
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An efficient variable stepsize rational method for stiff, singular and singularly perturbed problems
Alexandria Engineering Journal, 2022 In this article, a new iterative method of the rational type having fifth-order of accuracy is proposed to solve initial value problems. The method is self-starting, stable, consistent, and convergent, whereas local truncation error analysis has also ...
Sania Qureshi +5 more
doaj
Unconditionnally stable scheme for Riccati equation
, 2000 We present a numerical scheme for the resolution of matrix Riccati equation used in control problems. The scheme is unconditionnally stable and the solution is definite positive at each time step of the resolution.
Abdelkader Saïdi +3 more
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Alexandria Engineering Journal, 2023 In this research, we adopt a fully implicit approach with a weighted shifted Grunwald–Letnikov difference operator to find the numerical solution of the one and two-dimensional nonlinear space fractional convection–diffusion-reaction equation over a ...
Eyaya Fekadie Anley +3 more
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A new adaptive nonlinear numerical method for singular and stiff differential problems
Alexandria Engineering Journal, 2023 In this work, a new adaptive numerical method is proposed for solving nonlinear, singular, and stiff initial value problems often encountered in real life.
Sania Qureshi +6 more
doaj
Cubic spline solutions of the ninth order linear and non-linear boundary value problems
Alexandria Engineering Journal, 2022 A lot of numerical formulations of physical phenomena contain 9th-order BVPs. The presented probe intends to consider the spline solutions of the 9th-order boundary value problems using Cubic B Spline(CBS).
Xiao-Zhong Zhang +5 more
doaj
A Numerical Method for SDEs with Discontinuous Drift
, 2015 In this paper we introduce a transformation technique, which can on the one hand be used to prove existence and uniqueness for a class of SDEs with discontinuous drift coefficient.
Leobacher, Gunther +1 more
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Centrosymmetric Matrices in the Sinc Collocation Method for Sturm-Liouville Problems
, 2015 Recently, we used the Sinc collocation method with the double exponential transformation to compute eigenvalues for singular Sturm-Liouville problems.
Gaudreau, Philippe, Safouhi, Hassan
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Uniform convergence on a Bakhvalov-type mesh using the preconditioning approach: Technical report [PDF]
, 2015 The linear singularly perturbed convection-diffusion problem in one dimension is considered and its discretization on a Bakhvalov-type mesh is analyzed. The preconditioning technique is used to obtain the pointwise convergence uniform in the perturbation
Nhan, Thái Anh, Vulanović, Relja
core +2 more sources
Blended General Linear Methods based on Boundary Value Methods in the GBDF family [PDF]
, 2009 Among the methods for solving ODE-IVPs, the class of General Linear Methods (GLMs) is able to encompass most of them, ranging from Linear Multistep Formulae (LMF) to RK formulae.
Brugnano, Luigi, Magherini, Cecilia
core +4 more sources