A class of third order singularly perturbed convection diffusion type equations with integral boundary condition is considered. A numerical method based on a finite difference scheme on a Shishkin mesh is presented.
Velusamy Raja, Ayyadurai Tamilselvan
doaj +1 more source
Iterative solution of unstable variational inequalities on approximately given sets
The convergence and the stability of the iterative regularization method for solving variational inequalities with bounded nonsmooth properly monotone (i.e., degenerate) operators in Banach spaces are studied. All the items of the inequality (i.e., the operator A, the “right hand side” f and the set of constraints Ω) are to be perturbed. The connection
Y. I. Alber, A. G. Kartsatos, E. Litsyn
wiley +1 more source
Strong convergence rates for backward Euler–Maruyama method for non-linear dissipative-type stochastic differential equations with super-linear diffusion coefficients [PDF]
In this work, we generalize the current theory of strong convergence rates for the backward Euler–Maruyama scheme for highly non-linear stochastic differential equations, which appear in both mathematical finance and bio-mathematics.
Mao, Xuerong, Szpruch, Lukasz
core +1 more source
A class of high-order Runge-Kutta-Chebyshev stability polynomials [PDF]
The analytic form of a new class of factorized Runge-Kutta-Chebyshev (FRKC) stability polynomials of arbitrary order $N$ is presented. Roots of FRKC stability polynomials of degree $L=MN$ are used to construct explicit schemes comprising $L$ forward ...
O'Sullivan, Stephen
core +3 more sources
Numerical Analysis of Transmission Lines Equation by new β-method Schemes
In this paper we develop a new β-method applied to the resolution of homogeneous transmission lines. A comparison with conventional methods used for this type of problems like FDTD method or classical β-method is also given.
Allali Fatima +3 more
doaj +1 more source
Sharp eigenvalue enclosures for the perturbed angular Kerr-Newman Dirac operator [PDF]
A certified strategy for determining sharp intervals of enclosure for the eigenvalues of matrix differential operators with singular coefficients is examined.
Boulton L +5 more
core +3 more sources
One-dimensional wave equations defined by fractal Laplacians [PDF]
We study one-dimensional wave equations defined by a class of fractal Laplacians. These Laplacians are defined by fractal measures generated by iterated function systems with overlaps, such as the well-known infinite Bernoulli convolution associated with
Chan, John Fun-Choi +2 more
core +1 more source
Three-points interfacial quadrature for geometrical source terms on nonuniform grids [PDF]
International audienceThis paper deals with numerical (finite volume) approximations, on nonuniform meshes, for ordinary differential equations with parameter-dependent fields.
A. Harten +31 more
core +3 more sources
Unconditionnally stable scheme for Riccati equation
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
core +1 more source
Centrosymmetric Matrices in the Sinc Collocation Method for Sturm-Liouville Problems
Recently, we used the Sinc collocation method with the double exponential transformation to compute eigenvalues for singular Sturm-Liouville problems.
Gaudreau, Philippe, Safouhi, Hassan
core +1 more source

