Results 11 to 20 of about 64,290 (211)

Finite Difference Schemes for MCM and AMSS [PDF]

open access: yesImage Processing On Line, 2011
This article refers to algorithms based on finite difference schemes for computing mean and affine curvature evolutions of digital images, introduced by Alvarez and Morel [L. Alvarez, J.M. Morel, “Formalization and computational aspects of image analysis”, Acta Numerica, pp. 159, 1994]. We discuss consistency, stability and convergence.
Marco Mondelli, Adina Ciomaga
openaire   +2 more sources

Application of the Explicit Euler Method for Numerical Analysis of a Nonlinear Fractional Oscillation Equation

open access: yesFractal and Fractional, 2022
In this paper, a numerical analysis of the oscillation equation with a derivative of a fractional variable Riemann–Liouville order in the dissipative term, which is responsible for viscous friction, is carried out.
Valentine Aleksandrovich Kim   +1 more
doaj   +1 more source

Finite-difference analysis for the linear thermoporoelasticity problem and its numerical resolution by multigrid methods

open access: yesMathematical Modelling and Analysis, 2012
This paper deals with the numerical solution of a two-dimensional thermoporoelasticity problem using a finite-difference scheme. Two issues are discussed: stability and convergence in discrete energy norms of the finite-difference scheme are proved, and ...
Natalia Boal   +3 more
doaj   +1 more source

The convergence of a numerical method for total variation flow

open access: yesJournal of Algorithms & Computational Technology, 2021
We present a convergence analysis for a finite difference scheme for the time dependent partial different equation called gradient flow associated with the Rudin-Osher-Fetami model.
Qianying Hong   +2 more
doaj   +1 more source

Implicit finite-difference schemes, based on the Rosenbrock method, for nonlinear Schrödinger equation with artificial boundary conditions. [PDF]

open access: yesPLoS ONE, 2018
We investigate the effectiveness of using the Rosenbrock method for numerical solution of 1D nonlinear Schrödinger equation (or the set of equations) with artificial boundary conditions (ABCs).
Vyacheslav A Trofimov, Evgeny M Trykin
doaj   +1 more source

Analysis of Two-Level Mesh Method for Partial Integro-Differential Equation

open access: yesJournal of Function Spaces, 2022
In this paper, we present two-level mesh scheme to solve partial integro-differential equation. The proposed method is based on a finite difference method. For the first step, we use finite difference method in time and global radial basis function (RBF)
Quan Tang   +3 more
doaj   +1 more source

A Positive Finite-Difference Advection Scheme [PDF]

open access: yesJournal of Computational Physics, 1995
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
W. Hundsdorfer (Willem)   +3 more
openaire   +2 more sources

On nonstandard finite difference schemes in biosciences [PDF]

open access: yesAIP Conference Proceedings, 2012
We design, analyze and implement nonstandard finite difference (NSFD) schemes for some differential models in biosciences. The NSFD schemes are reliable in three directions. They are topologically dynamically consistent for onedimensional models. They can replicate the global asymptotic stability of the disease-free equilibrium of the MSEIR model in ...
Anguelov, Roumen   +2 more
openaire   +3 more sources

Approximation of the Huxley equation with nonstandard finite-difference scheme [PDF]

open access: yesIranian Journal of Numerical Analysis and Optimization, 2019
In this paper, an explicit exact finite-difference scheme for the Huxley equation is presented based on the nonstandard finite-difference (NSFD) scheme. Afterwards, an NSFD scheme is proposed for the numerical solution of the Huxley equation.
M. Namjoo, S. Zibaei
doaj   +1 more source

A HODIE finite difference scheme for pricing American options

open access: yesAdvances 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
doaj   +1 more source

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