Results 31 to 40 of about 73 (70)
An Approximation Scheme for Option Pricing Under Two-State Continuous CAPM
Option pricing under continuous-time CAPM has been formulated by partial differential equation, which is an extension of the Black–Scholes PDE. The focus of this paper is to present the radial basis function partition of unity method for evaluation of ...
Roja Javid-Jahromi +2 more
core +1 more source
PSEUDOSPECTRAL SOLUTION OF THE TWO-DIMENSIONAL NAVIER{STOKES EQUATIONS IN A DISK [PDF]
AMS subject classifcations. 76D05, 35Q30, 65M70, 65N35 PII. S1064827597330157An efficient and accurate algorithm for solving the two-dimensional (2D) incompressible Navier-Stokes equations on a disk with no-slip boundary conditions is described.
Torres, David J., Coutsias, Evangelos A.
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This study introduces and analyzes a third-order integrator method that combines polynomial–exponential terms with specific trigonometric basis functions, referred to as the Novel Third-Order Integrator (NTOI) method. The proposed method was assessed for
S.E. Fadugba +5 more
doaj +1 more source
This work is concerned with spectral Jacobi-collocation methods for Volterra integral equations of the second kind with a weakly singular of the form (t − s) −α . When the underlying solutions are sufficiently smooth, the convergence analysis was carried
Xianjuan Li, Tao Tang, Yanping Chen
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Legendre wavelets method for fractional integrodifferential equations,
Legendre wavelets methods are commonly used for the numerical solution of integral equations. In this paper, we apply the Legendre wavelets method to approximate the solution of fractional integro-differential equations.
E A Rawashdeh
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NUMERICAL SIMULATION OF A GUITAR
The purpose of this study is to present a time-domain numerical modeling of the guitar. The model involves the transverse displacement of the string excited by a force pulse, the flexural motion of the soundboard and the sound radiation in the air.
Antoine Chaigne +3 more
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Version of Mixed Finite Element Methods for Parabolic Problems
. We investigate a parabolic problem from the point of view of stability and approximation properties of increasing order mixed (in space) finite element methods. Previous estimates for the RaviartThomas projection are proven to be sharp.
Sonia M. F. Garcia +1 more
core +1 more source
Analysis of membrane locking in hp FEM for a cylindrical shell
In this paper we analyze the performance of the hp\GammaFinite Element Method for a cylindrical shell problem. Our theoretical investigations show that the hp approximation converges exponentially, provided that boundary layers stemming from the edge ...
A. M. Matache, C. Schwab, K. Gerdes
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Inertial Manifolds Under Multistep Discretization
. Finite-dimensional inertial manifolds attract solutions to a nonlinear parabolic differential equation at an exponential rate. In this paper inertial manifolds for multistep discretizations of such equations are studied.
Jos L. M. Van Dorsselaer
core
Neural-Inspired Spectral–Temporal Continuation for Smooth Global Navier–Stokes Solutions on T³ [PDF]
Recent advances demonstrate that generative adversarial networks can approximate fluid flows by reframing computational fluid dynamics as image-to-image translation, and motivated by continuity mechanisms in transformer architectures that maintain ...
Camlin, Jeffrey
core +1 more source

