Results 11 to 20 of about 1,614 (83)
Open Mathematics, 2018 In this paper we develop and analyze the local discontinuous Galerkin (LDG) finite element method for solving the general Lax equation. The local discontinuous Galerkin method has the flexibility for arbitrary h and p adaptivity, and allows for hanging ...
Wei Leilei, Mu Yundong
doaj +1 more source
Discretizing a backward stochastic differential equation
International Journal of Mathematics and Mathematical Sciences, Volume 32, Issue 2, Page 103-116, 2002., 2002 We show a simple method to discretize Pardoux‐Peng′s nonlinear backward stochastic differential equation. This discretization scheme also gives a numerical method to solve a class of semi‐linear PDEs.
Yinnan Zhang, Weian Zheng
wiley +1 more source
DIRK Schemes with High Weak Stage Order
, 2020 Runge-Kutta time-stepping methods in general suffer from order reduction: the observed order of convergence may be less than the formal order when applied to certain stiff problems.
A Ditkowski +9 more
core +1 more source
Numerical resolution of an exact heat conduction model with a delay term [PDF]
, 2019 In this paper we analyze, from the numerical point of view, a dynamic thermoelastic problem. Here, the so-called exact heat conduction model with a delay term is used to obtain the heat evolution.
Campo, Marco +2 more
core +2 more sources
A convergence result for discreet steepest decent in weighted sobolev spaces
Abstract and Applied Analysis, Volume 2, Issue 1-2, Page 67-72, 1997., 1997 A convergence result is given for discrete descent based on Sobolev gradients arising from differential equations which may be expressed as quadratic forms. The argument is an extension of the result of David G. Luenberger on Euclidean descent and compliments the work of John W. Neuberger on Sobolev descent.
W. T. Mahavier
wiley +1 more source
The spectral discretization of the second-order wave equation
Analele Stiintifice ale Universitatii Ovidius Constanta: Seria Matematica, 2022 In this paper we deal with the discretization of the second order wave equation by the implicit Euler scheme for the time and the spectral method for the space. We prove that the time semi discrete and the full discrete problems are well posed.
Abdelwahed Mohamed, Chorfi Nejmeddine
doaj +1 more source
A finite element method for time fractional partial differential equations [PDF]
, 2011 This is the authors' PDF version of an article published in Fractional calculus and applied analysis© 2011. The original publication is available at www.springerlink.comThis article considers the finite element method for time fractional differential ...
Ford, Neville J. +2 more
core +1 more source
Flux form Semi-Lagrangian methods for parabolic problems [PDF]
, 2015 A semi-Lagrangian method for parabolic problems is proposed, that extends previous work by the authors to achieve a fully conservative, flux-form discretization of linear and nonlinear diffusion equations. A basic consistency and convergence analysis are
Bonaventura, Luca, Ferretti, Roberto
core +3 more sources
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
core +1 more source
On the stable discretization of strongly anisotropic phase field models with applications to crystal growth [PDF]
, 2012 We introduce unconditionally stable finite element approximations for anisotropic Allen--Cahn and Cahn--Hilliard equations. These equations frequently feature in phase field models that appear in materials science.
Abels +47 more
core +2 more sources