Results 21 to 30 of about 141 (135)
International Journal of Mathematics and Mathematical Sciences, Volume 2004, Issue 14, Page 721-739, 2004., 2004 We study a family of diffusion models for compounded risk reserves which account for the investment income earned and for the inflation experienced on claim amounts. We are interested in the models in which the dividend payments are paid from the risk reserves.
S. Shao, C. L. Chang
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Open Mathematics, 2017 This article presents a new method of solving partial differential equations. The method is an improvement of the previously reported compact finite difference quasilinearization method (CFDQLM) which is a combination of compact finite difference schemes
Dlamini P.G., Khumalo M.
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International Journal of Mathematics and Mathematical Sciences, Volume 2003, Issue 63, Page 3979-3993, 2003., 2003 We consider Euler equations with stratified background state that is valid for internal water waves. The solution of the initial‐boundary problem for Boussinesq approximation in the waveguide mode is presented in terms of the stream function. The orthogonal eigenfunctions describe a vertical shape of the internal wave modes and satisfy a Sturm ...
A. A. Halim +2 more
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On the numerical solution of the diffusion equation with a nonlocal boundary condition
Mathematical Problems in Engineering, Volume 2003, Issue 2, Page 81-92, 2003., 2003 Parabolic partial differential equations with nonlocal boundary specifications feature in the mathematical modeling of many phenomena. In this paper, numerical schemes are developed for obtaining approximate solutions to the initial boundary value problem for one‐dimensional diffusion equation with a nonlocal constraint in place of one of the standard ...
Mehdi Dehghan
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A robust method of lines solution for singularly perturbed delay parabolic problem
Alexandria Engineering Journal, 2020 A numerical method is proposed to solve a non-autonomous singularly perturbed parabolic differential equation with a time delay. The solution is obtained by a step by step discretisation process. First the spatial derivatives are discretised via a fitted
Nana Adjoah Mbroh +2 more
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Fast implicit schemes for the fokker-planck-landau equation [PDF]
, 2004 We propose time implicit schemes to solve the homogeneous Fokker-Planck-Landau equation in both the isotropic and 3D geometries. These schemes have properties of conservation and entropy. Moreover, they allow for large time steps, making them faster than
Mieussens, Luc +3 more
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A stable finite difference method for a Cahn-Hilliard type equation with long-range interaction
, 2013 We propose a stable numerical scheme for a Cahn-Hilliard type equation with long-range interaction describing the micro-phase separation of diblock copolymer melts.
中村, 健一 +6 more
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Alexandria Engineering Journal, 2020 In this paper, a singularly perturbed Volterra integro-differential equation, characterised by a single layer, is investigated. A numerical technique which uses a non-standard finite difference scheme is implemented to solve the differential part ...
Nana Adjoah Mbroh +2 more
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Computing Solution Operators of Boundary-value Problems for Some Linear Hyperbolic Systems of PDEs [PDF]
Logical Methods in Computer Science, 2017 We discuss possibilities of application of Numerical Analysis methods to proving computability, in the sense of the TTE approach, of solution operators of boundary-value problems for systems of PDEs.
Svetlana Selivanova, Victor Selivanov
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Stochastic Analysis of Pine Wilt Epidemic Model With Dynamically Consistent Approximation
Complexity, Volume 2025, Issue 1, 2025.The present study investigated the dynamics of the nonlinear stochastic pine wilt epidemic model. An extension of the stochastic to deterministic model is presented. Equilibria, positivity, boundedness, extinction, and disease persistence were studied rigorously.
Ali Raza +6 more
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