Results 31 to 40 of about 163 (150)
Hybrid Fitted Numerical Scheme for Singularly Perturbed Spatiotemporal Delay Differential Equations
International Journal of Differential Equations, Volume 2026, Issue 1, 2026.In this study, a hybrid scheme is presented to solve a singularly perturbed time‐delay differential equation with a delay and advance term in the spatial variable. The scheme combines the midpoint upwind scheme and the cubic spline difference scheme in the outer and inner layer regions, respectively, on a nonuniform mesh for the spatial discretization,
Mulunesh Amsalu Ayele +2 more
wiley +1 more source
Abstract and Applied AnalysisMSC2020 Classification: 35K55, 35Q92, 45K05 ...
S. C. Oukouomi Noutchie
doaj +1 more source
A Higher‐Order L1‐2‐3 Numerical Method for Time‐Fractional Volterra Integrodifferential Equations
International Journal of Mathematics and Mathematical Sciences, Volume 2026, Issue 1, 2026.This paper investigates the numerical solution of time‐fractional Volterra integrodifferential equations that arise in many real‐life problems. A higher‐order numerical scheme is proposed using the L1‐2‐3 method for the time‐fractional derivative, Simpson’s 1/3 rule approximates the integral part, and the spatial derivatives are approximated using the ...
Aynalem Tafere Chekole +4 more
wiley +1 more source
Journal of Applied Mathematics, Volume 2026, Issue 1, 2026.We derive quantitative convergence rates for nonlocal‐to‐local limits in a class of multispecies interaction systems with finite‐range kernels. The nonlocal model consists of coupled aggregation–diffusion equations in which intra‐ and interspecies interactions are mediated by short‐range convolution operators.
S. C. Oukouomi Noutchie, John Venetis
wiley +1 more source
Demonstratio MathematicaThe law of energy dissipation is a crucial characteristic of generalized wave equations. The newly developed scalar auxiliary variable (SAV) method and its extended form, the generalized SAV (GSAV) approach, are widely used techniques for developing ...
Fu Yayun +3 more
doaj +1 more source
Journal of Mathematics, Volume 2026, Issue 1, 2026.This study develops a robust hybrid numerical scheme for a class of time‐dependent, singularly perturbed differential‐difference equations characterized by a small positive parameter multiplying the highest order derivative term and mixed spatial shifts (delay and advance) in the reaction terms.
Ababi H. Ejere +4 more
wiley +1 more source
International Journal of Mathematics and Mathematical Sciences, Volume 2025, Issue 1, 2025.This paper presents a class of singularly perturbed parabolic‐type reaction diffusion problems. Due to the presence of a small parameter ε, (0 < ε ≪ 1) as a diffusion coefficient, the proposed problem exhibits twin boundary layers in the neighborhood of the end points of the spatial domain near x = 0 and x = 1.
Amare Worku Demsie +3 more
wiley +1 more source
Numerical convergence for a diffuse limit of hyperbolic systems on bounded domain
, 2017 International audienceThis paper deals with the diffusive limit of the scaled Goldstein-Taylor model and its approximation by an Asymptotic Preserving Finite Volume scheme.
Mathis, Hélène, Therme, Nicolas
core +2 more sources
Infant Mental Health Journal: Infancy and Early Childhood, Volume 45, Issue 2, Page 234-246, March 2024.Abstract Improving parental sensitivity is an important objective of interventions to support families. This study examined reliability and validity of parental sensitivity ratings using a novel package of an e‐learning tool and an interactive decision tree provided through a mobile application, called the OK! package.
Mirte L. Forrer +3 more
wiley +1 more source
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
core