Results 31 to 40 of about 1,345 (122)
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
wiley +1 more source
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
wiley +1 more source
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
wiley +1 more source
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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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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MATHEMATICAL MODELLING OF SOIL MASSIF'S DEFORMATIONS UNDER ITS DRAINAGE
International Journal of Apllied Mathematics, 2019 Mathematical models in the assessment of water saturated soil massifs’ deformations under their drainage have been developed and substantiated. An algorithm for the construction of hydrodynamic networks has been developed and the transformation of ...
M. Kuzlo, V. S. Moshynskyi, P. Martyniuk
semanticscholar +1 more source
Numerical simulation of oxygen distribution in soft tissue exposed to an external heat impulse
Journal of Applied Mathematics and Computational Mechanics. The purpose of this study is to analyse the effect of elevated temperature on oxygen distribution in biological tissue. The effect of temperature and thermal tissue damage on the values of thermophysical parameters was considered.
M. Zadoń, M. Jasiński
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Stability of central finite difference schemes for the Heston PDE
, 2010 This paper deals with stability in the numerical solution of the prominent Heston partial differential equation from mathematical finance. We study the well-known central second-order finite difference discretization, which leads to large semi-discrete ...
A Böttcher +14 more
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Perfectly Matched Layers in a Divergence Preserving ADI Scheme for Electromagnetics
, 2011 For numerical simulations of highly relativistic and transversely accelerated charged particles including radiation fast algorithms are needed. While the radiation in particle accelerators has wavelengths in the order of 100 um the computational domain ...
A. Adelmann +10 more
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Numerical Solution of Fractional Diffusion-Wave Equation with two Space Variables by Matrix Method [PDF]
, 2010 Mathematics Subject Classi¯cation 2010: 26A33, 65D25, 65M06, 65Z05.In the present paper we solve space-time fractional diffusion-wave equation with two space variables, using the matrix method.
Garg, Mridula, Manohar, Pratibha
core