Results 41 to 50 of about 163 (150)
Demonstratio MathematicaFractional derivatives are widely used in various fields to model the historical dependence or spatial globalization of the solutions because of their nonlocal properties.
Chen Xu +3 more
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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
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Nonlinear EngineeringIn this work, we establish novel existence and uniqueness results for parabolic quasi-variational inequalities (PQVIs) by developing a structured four-phase numerical framework.
Boulaaras Salah +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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Long time stability of a classical efficient scheme for two dimensional Navier-Stokes equations [PDF]
, 2011 . We prove that a popular classical implicit-explicit scheme for the 2D incompressible Navier–Stokes equations that treats the viscous term implicitly while the nonlinear advection term explicitly is long time stable provided that the time step is ...
Wang, X +14 more
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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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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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Demonstratio MathematicaIn this paper, we propose and study a new ternary three-dimensional fractional reaction-diffusion model. The model combines Caputo fractional derivatives in time with Riesz fractional derivatives in space.
Kosari Saeed, Guan Hao
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Convergent families of inertial manifolds for convergent approximations’, Numerical Algorithms 14
, 1997 This paper shows that a sequence of (suitably uniform) inertial manifolds for a family of approximations converges to an inertial manifold for the limiting problem, without imposing any additional assumptions.
James C Robinson
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, 2004 Summary. We study the numerical approximation of viscosity solutions for integro-differential, possibly degenerate, parabolic problems. Similar models arise in option pricing, to generalize the celebrated Black–Scholes equation, when the processes which ...
Maya Briani +2 more
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