Results 11 to 20 of about 6,108,581 (281)

The Solution to a Differential-Difference Equation Arising in Optimal Stopping of a Jump-Diffusion Process

open access: yesRevstat Statistical Journal, 2022
In this paper we present a solution to a second order differential–difference equation that occurs in different contexts, specially in control engineering and finance. This equation leads to an ordinary differential equation, whose homogeneous part is a
Cláudia Nunes   +2 more
doaj   +1 more source

Three complex differential-difference equations

open access: yesPartial Differential Equations in Applied Mathematics, 2022
In this paper, we propose three complex differential-difference equations related to the integrable differential-difference equations.
Hasi Gegen, Xing-Biao Hu
doaj   +1 more source

Higher-order finite-difference methods for partial differential equations [PDF]

open access: yes, 1997
This thesis was submitted for the degree of Doctor of Philosophy and awarded by Brunel University.This thesis develops two families of numerical methods, based upon rational approximations having distinct real poles, for solving first- and second-order ...
Cheema, Tasleem Akhter
core   +7 more sources

The numerical solution of elliptic and parabolic partial differential equations with boundary singularities [PDF]

open access: yes, 1976
A general numerical method is described for the solution of linear elliptic and parabolic partial differential equations in the presence of boundary singularities.
Furzeland, RM, Crank, J
core   +4 more sources

Utilization of Chebyshev collocation approach for differential, differential-difference and integro-differential equations

open access: yesArab Journal of Basic and Applied Sciences, 2021
Numerical solutions to differential and integral equations have been a very active field of research. The necessary tools to solving differential equations can add much fuel for acceleration of scientific development.
Hajra Zeb   +3 more
doaj   +1 more source

Computational scheme for a differential difference equation with a large delay in convection term

open access: yesInternational Journal of Applied Mechanics and Engineering, 2023
A computational scheme for the solution of layer behaviour differential equation involving a large delay in the derivative term is devised using numerical integration.
Srinivas Erla, Phaneendra Kolloju
doaj   +1 more source

(Revised) The numerical solution of elliptic and parabolic partial differential equations with boundary singularities [PDF]

open access: yes, 1977
A general numerical method is described for the solution of linear elliptic and parabolic partial differential equations in the presence of boundary singularities.
Furzeland, RM, Crank, J
core   +3 more sources

Finite-difference solutions of tenth-order boundary-value problems [PDF]

open access: yes, 1994
This thesis was submitted for the degree of Doctor of Philosophy and awarded by Brunel University.In this thesis finite difference methods are used to obtain numerical solutions for a class of high-order ordinary differential equations with applications ...
Siddiqui, Aijaz Ahmad
core   +7 more sources

Numerical solution of differential – difference equations having an interior layer using nonstandard finite differences

open access: yesҚарағанды университетінің хабаршысы. Математика сериясы, 2023
This paper addresses the solution of a differential-difference type equation having an interior layer behaviour. A difference scheme is suggested to solve this equation using a non-standard finite difference method.
R. Omkar, M. Lalu, K. Phaneendra
doaj   +1 more source

Perturbative Symmetry Approach for Differential–Difference Equations

open access: yesCommunications in Mathematical Physics, 2022
AbstractWe propose a new method to tackle the integrability problem for evolutionary differential–difference equations of arbitrary order. It enables us to produce necessary integrability conditions, to determine whether a given equation is integrable or not, and to advance in classification of integrable equations.
Mikhailov, A.V.   +2 more
openaire   +5 more sources

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