Results 61 to 70 of about 2,087 (169)

Parameter uniform hybrid numerical method for time-dependent singularly perturbed parabolic differential equations with large delay

Applied Mathematics in Science and Engineering
In this study, to solve the singularly perturbed delay convection–diffusion–reaction problem, we proposed a hybrid numerical scheme that converges uniformly.
Zerihun Ibrahim Hassen, Gemechis File Duressa   +1 more
doaj   +1 more source

Approximation of the Fractional SDEs with Stochastic Forcing

Mathematics
Using the implicit Euler and Milstein approximation schemes, the conditions for the pathwise convergence rate of these approximations to the solution of the fractional SDEs with stochastic forcing are found.
Kęstutis Kubilius
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NUMERICAL SOLUTION OF 2-D EULER EQUATIONS WITH MULTIGRID

Havacılık ve Uzay Teknolojileri Dergisi, 2007
A multigrid scheme is applied to accelerate the convergence of numerical solution of two dimensional Euler equations to steady state. Cell-centered finite volume method with central differencing scheme is used for discretization. Explicit multistage time-
Murat Uygun , Kadir Kırkköprü
doaj  

Rod-Bonded Discrete Element Method

Graphical Models
The Bonded Discrete Element Method (BDEM) has raised interests in the graphics community in recent years because of its good performance in fracture simulations.
Kangrui Zhang, Han Yan, Jia-Ming Lu, Bo Ren   +3 more
doaj   +1 more source

An efficient numerical approach for singularly perturbed time delayed parabolic problems with two-parameters

BMC Research Notes
Objectives The main objective of this work is to design an efficient numerical scheme is proposed for solving singularly perturbed time delayed parabolic problems with two parameters.
Imiru Takele Daba, Wondewosen Gebeyaw Melesse, Fasika Wondimu Gelu, Guta Demisu Kebede   +3 more
doaj   +1 more source

A mixed fractional CIR model: positivity and an implicit Euler scheme

We consider a Cox--Ingersoll--Ross (CIR) type short rate model driven by a mixed fractional Brownian motion. Let $M=B+B^H$ be a one-dimensional mixed fractional Brownian motion with Hurst index $H>1/2$, and let $\mathbf{M}=(M,\mathbb{M}^{\mathrm{It\hat{o}}})$ denote its canonical Itô rough path lift.
Zhang, Cong, Cai, Chunhao
openaire   +2 more sources

Strong convergence of some drift implicit Euler scheme. Application to the CIR process

, 2012
We study the convergence of a drift implicit scheme for one-dimensional SDEs that was considered by Alfonsi for the Cox-Ingersoll-Ross (CIR) process. Under general conditions, we obtain a strong convergence of order 1. In the CIR case, Dereich, Neuenkirch and Szpruch have shown recently a strong convergence of order 1/2 for this scheme. Here, we obtain
openaire   +3 more sources

Discrete stochastic maximal regularity. [PDF]

Math Ann
Evangelopoulos-Ntemiris F, Veraar M.
europepmc   +1 more source

Positivity-Preserving Hybridizable Discontinuous Galerkin Scheme for Solving PNP Model. [PDF]

Entropy (Basel)
Morales D, Xu Z.
europepmc   +1 more source

Fast Numerical Solvers for Parameter Identification Problems in Mathematical Biology. [PDF]

J Sci Comput
Benková K, Pearson JW, Ptashnyk M.
europepmc   +1 more source