Results 21 to 30 of about 49,679 (263)
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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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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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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A robust method of lines solution for singularly perturbed delay parabolic problem
Alexandria Engineering Journal, 2020 A numerical method is proposed to solve a non-autonomous singularly perturbed parabolic differential equation with a time delay. The solution is obtained by a step by step discretisation process. First the spatial derivatives are discretised via a fitted
Nana Adjoah Mbroh +2 more
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Mathematics, 2023 The article considers an implicit finite-difference scheme for the Duffing equation with a derivative of a fractional variable order of the Riemann–Liouville type.
Valentine Aleksandrovich Kim +2 more
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MATEC Web of Conferences, 2017 Modification of the Lagrange interpolating polynomial (LIP) scheme for using with the finite difference method is proposed. Merits of the modified LIP scheme used with the finite difference method for problem solving are facile to discretize equations ...
Prasopchingchana Uthai
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A novel explicit finite difference scheme for partial differential equations
Mathematical Modelling and Analysis, 1999 Most explicit finite difference schemes have very stringent stability criterion. In 1982, Charlie Dey [1] developed a novel method and solved several partial differential equations representing models of fluid flow.
S. K. Dey
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