Results 21 to 30 of about 1,614 (83)
Alexandria Engineering Journal, 2023 The objective of this work is to present the modified cubic B-spline differential quadrature (MCBSDQ) method for the numerical study of the generalized 2-D nonlinear Benjamin–Bona–Mahony–Burgers (BBMB) equation.
Pratibha Joshi, Maheshwar Pathak, Ji Lin
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, 2017 A numerical method for the two-dimensional, incompressible Navier--Stokes equations in vorticity--streamfunction form is proposed, which employs semi-Lagrangian discretizations for both the advection and diffusion terms, thus achieving unconditional ...
Bonaventura, Luca +2 more
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Approximations to linear Klein–Gordon Equations using Haar wavelet
Ain Shams Engineering Journal, 2021 In this research article, two Haar wavelet collocation methods (HWCMs) (namely one dimensional HWCM and two dimensional HWCM) are adapted to approximate linear homogeneous and linear non-homogeneous Klein–Gordon equations.
Sana Ikram +2 more
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On the Two-phase Fractional Stefan Problem
Advanced Nonlinear Studies, 2020 The classical Stefan problem is one of the most studied free boundary problems of evolution type. Recently, there has been interest in treating the corresponding free boundary problem with nonlocal diffusion.
del Teso Félix +2 more
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Nonstandard Finite Difference Schemes with Application to Finance: Option Pricing [PDF]
, 2010 2000 Mathematics Subject Classification: 65M06, 65M12.The paper is devoted to pricing options characterized by discontinuities in the initial conditions of the respective Black-Scholes partial differential equation. Finite difference schemes are examined
Milev, Mariyan, Tagliani, Aldo
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An adaptive mesh method for time dependent singularly perturbed differential-difference equations
Nonlinear Engineering, 2019 In this paper, a time dependent singularly perturbed differential-difference convection-diffusion equation is solved numerically by using an adaptive grid method. Similar boundary value problems arise in computational neuroscience in determination of the
Pramod Chakravarthy P., Kumar Kamalesh
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, 2015 The Douglas--Rachford and Peaceman--Rachford splitting methods are common choices for temporal discretizations of evolution equations. In this paper we combine these methods with spatial discretizations fulfilling some easily verifiable criteria.
Hansen, Eskil, Henningsson, Erik
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Efficient PML for the wave equation [PDF]
, 2009 In the last decade, the perfectly matched layer (PML) approach has proved a flexible and accurate method for the simulation of waves in unbounded media. Most PML formulations, however, usually require wave equations stated in their standard second-order ...
Grote, Marcus J., Sim, Imbo
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Low Volatility Options and Numerical Diffusion of Finite Difference Schemes [PDF]
, 2010 2000 Mathematics Subject Classification: 65M06, 65M12.In this paper we explore the numerical diffusion introduced by two nonstandard finite difference schemes applied to the Black-Scholes partial differential equation for pricing discontinuous payoff and
Milev, Mariyan, Tagliani, Aldo
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Time-fractional nonlinear Swift-Hohenberg equation: Analysis and numerical simulation
Alexandria Engineering Journal, 2020 In this paper, a new scheme based on the exponential fitting technique is presented for solving the nonlinear time-fractional Swift-Hohenberg equation, where the first and second-order derivatives are replaced by Caputo fractional derivative.
W.K. Zahra, M.A. Nasr, Dumitru Baleanu
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