Results 31 to 40 of about 1,908 (129)

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, Edson Pindza, Eben Maré   +2 more
doaj   +1 more source

Numerical study of self-adjoint singularly perturbed two-point boundary value problems using collocation method with error estimation

Journal of Ocean Engineering and Science, 2018
A numerical treatment for self-adjoint singularly perturbed second-order two-point boundary value problems using trigonometric quintic B-splines is presented, which depend on different engineering applications.
Khalid K. Ali, A.R. Hadhoud, M.A. Shaalan   +2 more
doaj   +1 more source

A second order finite difference scheme for singularly perturbed Volterra integro-differential equation

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, Suares Clovis Oukouomi Noutchie, Rodrigue Yves M’pika Massoukou   +2 more
doaj   +1 more source

Convergence Analysis of Exponential Time Differencing Schemes for the Cahn-Hilliard Equation†

Communications in Computational Physics, 2019
In this paper, we rigorously prove the convergence of fully discrete firstand second-order exponential time differencing schemes for solving the Cahn-Hilliard equation.
Xiao Li
semanticscholar   +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, Alfaro, Allen, Bai, Barrett, Barrett, Barrett, Barrett, Barrett, Barrett, Barrett, Barrett, Barrett, Baňas, Baňas, Baňas, Bellettini, Beneš, Beneš, Blank, Blowey, Blowey, Caginalp, Caginalp, Caginalp, Cahn, Cahn, Cahn, Cahn, Debierre, Deckelnick, Eck, Eck, Elliott, Garcke, Garcke, Hintermüller, Karma, Karma, Kim, Kobayashi, Li, McFadden, Rossi, Taylor, Taylor, Wheeler, Wise   +47 more
core   +2 more sources

A Weak Galerkin Finite Element Method for Multi-Term Time-Fractional Diffusion Equations

East Asian Journal on Applied Mathematics, 2018
The stability and convergence of a weak Galerkin finite element method for multi-term time-fractional diffusion equations with one-dimensional space variable are proved. Numerical experiments are consistent with theoretical analysis.
Jun Zhou
semanticscholar   +1 more source

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, A Lipton, D Tavella, E Hairer, E Hairer, JC Butcher, K Volders, Karel J. in ’t Hout, Kim Volders, KJ in ’t Hout, LN Trefethen, P Wilmott, SE Shreve, SL Heston, W Hundsdorfer   +14 more
core   +1 more source

LDG schemes with second order implicit time discretization for a fractional sub-diffusion equation

Results in Applied Mathematics, 2019
In this paper, we propose new local discontinuous Galerkin (LDG) schemes for solving a time fractional sub-diffusion equation. The new LDG schemes is constructed rely on the splitting of time fractional derivative and space derivative.
Can Li, Xiaorui Sun, Fengqun Zhao
doaj   +1 more source

A full space-time convergence order analysis of operator splittings for linear dissipative evolution equations

, 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
core   +1 more source

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, Endal Jørgen, Vázquez Juan Luis   +2 more
doaj   +1 more source