This study aims to address the difficulties in solving coupled generalized non-linear Burger equations using local fractional calculus as a framework. The methodology used in this work, particularly in the area of local fractional calculus, combines the ...
Ghaliah Alhamzi +3 more
doaj +1 more source
Uniformly convergent extended cubic B-spline collocation method for two parameters singularly perturbed time-delayed convection-diffusion problems. [PDF]
Negero NT.
europepmc +1 more source
A tension spline fitted numerical scheme for singularly perturbed reaction-diffusion problem with negative shift. [PDF]
Ejere AH +3 more
europepmc +1 more source
The Effect of On-Site Potentials on Supratransmission in One-Dimensional Hamiltonian Lattices. [PDF]
Bountis T, Macías-Díaz JE.
europepmc +1 more source
Efficient Numerical Simulation of Biochemotaxis Phenomena in Fluid Environments. [PDF]
Zhou X, Bian G, Wang Y, Xiao X.
europepmc +1 more source
Accurate numerical scheme for singularly perturbed parabolic delay differential equation. [PDF]
Woldaregay MM, Duressa GF.
europepmc +1 more source
L1/LDG Method for Caputo-Hadamard Time Fractional Diffusion Equation. [PDF]
Wang Z.
europepmc +1 more source
In this study, time-fractional coupled Korteweg–de Vries (cKdV) equations are solved using an efficient and reliable numerical technique. The classical cKdV system has been generalized into the time-fractional cKdV system.
Awatif Muflih Alqahtani +1 more
doaj +1 more source
An Explicit Adaptive Finite Difference Method for the Cahn-Hilliard Equation. [PDF]
Ham S +6 more
europepmc +1 more source
Convergence of a high-order compact finite difference scheme for a nonlinear Black-Scholes equation [PDF]
A high-order compact finite difference scheme for a fully nonlinear parabolic differential equation is analyzed. The equation arises in the modeling of option prices in financial markets with transaction costs.
Ansgar Jüngel +2 more
core

