Results 21 to 30 of about 163 (150)
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
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
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
A robust spectral integral method for solving chaotic finance systems
Alexandria Engineering Journal, 2020 Nonlinear chaotic finance systems are represented by nonlinear ordinary differential equations and play a significant role in micro-and macroeconomics. In general, these systems do not have exact solutions.
Claude Rodrigue Bambe Moutsinga +2 more
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Solution of contaminant transport with adsorption in porous media by the method of characteristics.
, 2001 . A new approximation scheme is presented for the mathematical model of convection-diusion and adsorption. The method is based on the relaxation method and the method of charac-teristics.
Roger Van Keer +3 more
core +1 more source
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
doaj +1 more source
Programme Packages for Implementation of Modifications of Black-Scholes Model and web Applications [PDF]
, 2014 [Slavova Angela; Славова Анжела]; [Kyurkchiev Nikolay; Кюркчиев Николай]In this paper we propose new modules in programming environment MATHEMATICA for the generalizations of Black-Scholes (BS) model taking into account the market price and coefficient ...
Slavova, Angela, Kyurkchiev, Nikolay
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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
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An Analysis of New Mixed Finite Elements for the Approximation of Wave Propagation Problems
, 2000 We construct and analyze a new family of rectangular (two-dimensional) or cubic (three-dimensional) mixed finite elements for the approximation of the acoustic wave equations.
P. Joly +5 more
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Numerical approximation of the maximal solutions for a class of degenerate Hamilton-Jacobi equations [PDF]
, 2000 : In this paper we study an approximation scheme for a class of Hamilton-Jacobi problems for which uniqueness of the viscosity solution does not hold. This class includes the Eikonal equation arising in the Shape from Shading problem. We show that, if an
Grüne, Lars +4 more
core +1 more source