Results 71 to 80 of about 10,662,604 (380)
On Finite-Difference Approximations and Entropy Conditions for Shocks
, 2015 Weak solutions of hyperbolic conservation laws are not uniquely determined by their initial values; an entropy condition is needed to pick out the physically relevant solution. The question arises whether finite-difference approximations converge to this
A. Harten, J. Hyman, P. Lax, B. Keyfitz
semanticscholar +1 more source
The Finite Difference Methods for Hyperbolic – Parabolic Equations [PDF]
Al-Rafidain Journal of Computer Sciences and Mathematics, 2005 The objective of this paper is to construct numerical schemes using finite difference methods for the one-dimensional general hyperbolic- parabolic- reaction problem.
Abbas Al-Bayati +2 more
doaj +1 more source
Extension of functions with bounded finite differences [PDF]
arXiv, 2008 We prove that functions defined on a lattice in a finite dimensional torus with bounded finite differences can be smoothly extended to the whole torus, and relate the bounds on the extension's derivatives with bounds on the original function's finite differences.
arxiv
Numerical Solutions Of The Nonlocal Problems For The Diffusion Partial Differential Equations
Ibn Al-Haitham Journal for Pure and Applied Sciences, 2017 In this work, we use the explicit and the implicit finite-difference methods to solve the nonlocal problem that consists of the diffusion equations together with nonlocal conditions.
Reem. M. Kubba
doaj
Elasticity of Diametrically Compressed Microfabricated Woodpile Lattices
Advanced Engineering Materials, EarlyView.Modulus–porosity relationship is derived for woodpile lattices with struts under diametrical compression. The formula presented here that Young's modulus is proportional to the square of the volume fraction E˜ρ2$E \sim \left(\rho\right)^{2}$ is shown to be consistent with computations and laboratory experiments on 3D‐printed samples.
Faezeh Shalchy, Atul Bhaskar
wiley +1 more source
Efficient hedging in Bates model using high-order compact finite differences [PDF]
arXiv, 2017 We evaluate the hedging performance of a high-order compact finite difference scheme from [4] for option pricing in Bates model. We compare the scheme's hedging performance to standard finite difference methods in different examples. We observe that the new scheme outperforms a standard, second-order central finite difference approximation in all our ...
arxiv
A finite difference method for the variational $p$-Laplacian [PDF]
arXiv, 2021 We propose a new monotone finite difference discretization for the variational $p$-Laplace operator, \[ \Delta_p u=\text{div}(|\nabla u|^{p-2}\nabla u), \] and present a convergent numerical scheme for related Dirichlet problems. The resulting nonlinear system is solved using two different methods: one based on Newton-Raphson and one explicit method ...
arxiv
Criteria for Finite Difference Groebner Bases of Normal Binomial Difference Ideals [PDF]
arXiv, 2017 In this paper, we give decision criteria for normal binomial difference polynomial ideals in the univariate difference polynomial ring F{y} to have finite difference Groebner bases and an algorithm to compute the finite difference Groebner bases if these criteria are satisfied.
arxiv
Excel implementation of finite difference methods for option pricing
Spreadsheets in Education, 2016 This paper presents and explains finite difference methods for pricing options and shows how these methods may be implemented in Excel. We cover both the explicit and the implicit finite difference methods.
Timothy J Kyng +2 more
doaj
Finite Difference Schemes as a Matrix Equation [PDF]
arXiv, 2006 Finite difference schemes are here solved by means of a linear matrix equation. The theoretical study of the related algebraic system is exposed, and enables us to minimize the error due to a finite difference approximation.
arxiv