Results 31 to 40 of about 1,147,753 (236)
Heat capacity estimators for random series path-integral methods by finite-difference schemes [PDF]
, 2003 Previous heat capacity estimators used in path integral simulations either have large variances that grow to infinity with the number of path variables or require the evaluation of first and second order derivatives of the potential. In the present paper,
Doll, J. D. +3 more
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A HODIE finite difference scheme for pricing American options
Advances in Difference Equations, 2019 In this paper, we introduce a new numerical method for pricing American-style options, which has long been considered as a very challenging problem in financial engineering.
Zhongdi Cen, Wenting Chen
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A finite difference scheme based on cubic trigonometric B-splines for a time fractional diffusion-wave equation [PDF]
, 2017 In this paper, we propose an efficient numerical scheme for the approximate solution of a time fractional diffusion-wave equation with reaction term based on cubic trigonometric basis functions. The time fractional derivative is approximated by the usual
M. Yaseen +3 more
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Finite‐difference scheme for one problem of nonlinear optics
Mathematical Modelling and Analysis, 2008 We consider a mathematical model, which describes Q‐switching process. The finite difference scheme is developed for approximation of the given system of nonlinear PDEs.
Ingrida Laukaityte, Raimondas Čiegis
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Deep FDM: Enhanced finite difference methods by deep learning
Franklin Open, 2023 In this work, we propose a new idea to improve numerical methods for solving partial differential equations (PDEs) through a deep learning approach.
Tatiana Kossaczká +2 more
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A Mixed Finite Differences Scheme for Gradient Approximation [PDF]
Journal of Optimization Theory and Applications, 2022 AbstractIn this paper, we focus on the linear functionals defining an approximate version of the gradient of a function. These functionals are often used when dealing with optimization problems where the computation of the gradient of the objective function is costly or the objective function values are affected by some noise.
Marco Boresta +3 more
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Finite difference scheme for multi-term variable-order fractional diffusion equation
Advances in Difference Equations, 2018 In this paper, we consider a multi-term variable-order fractional diffusion equation on a finite domain, which involves the Caputo variable-order time fractional derivative of order α(x,t)∈(0,1) $\alpha(x,t) \in(0,1) $ and the Riesz variable-order space ...
Tao Xu +3 more
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Contravariant Boussinesq equations for the simulation of wave transformation, breaking and run-up [PDF]
, 2015 We propose an integral form of the fully non-linear Boussinesq equations in contravariant formulation, in which Christoffel symbols are avoided, in order to simulate wave transformation phenomena, wave breaking and near shore currents in computational
Cannata, Giovanni +3 more
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, 2015 We present domain decomposition finite element/finite difference method for the solution of hyperbolic equation. The domain decomposition is performed such that finite elements and finite differences are used in different subdomains of the computational ...
Beilina, L.
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Finite Difference Schemes for Differential Equations [PDF]
Mathematics of Computation, 1964 (1) ~~~~~L = d p(x) d + q(x) and the related variational problem for the functional b ~~~~~~~~~~b (2) Q(u) = ] (pu'2 + qu') dx - 2 fu dx viz., min Q(u) uE Q where the class Q consists of smooth functions u(x) satisfying u(a) = u(b) = 0. Following Ritz, the solution of the variational problem may be discussed within the framework of the direct methods ...
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