Results 81 to 90 of about 1,541,248 (274)
Construction of positivity-preserving numerical method for stochastic SIVS epidemic model
Advances in Difference Equations, 2019 In this paper we propose the balanced implicit numerical techniques for maintaining the nonnegative path of the solution in stochastic susceptible–infected–vaccinated–susceptible (SIVS) epidemic model.
Wenrui Li, Qimin Zhang
doaj +1 more source
Optimal Control Applications and Methods, EarlyView.Computational governor is shown which simultaneously adjusts the reference and adjusts the constraints. ABSTRACT The paper considers a computational governor strategy to facilitate the implementation of Model Predictive Control (MPC) based on inexact optimization when the time available to compute the solution may be insufficient.
Steven van Leeuwen, Ilya Kolmanovsky
wiley +1 more source
The Penalty resolution of the spectral element discretization of the time dependent Darcy equations
Boundary Value ProblemsThe time-dependent Darcy system, when discretized in time using the implicit Euler scheme and in space using the spectral element method, can be efficiently solved using the penalty method.
Nejmeddine Chorfi +2 more
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A Robust Spline Collocation Method for Pricing American Put Options
Discrete Dynamics in Nature and Society, 2019 In this paper a robust numerical method is proposed for pricing American put options. The Black-Scholes differential operator in the original form is discretized by using a quadratic spline collocation method on a piecewise uniform mesh for the spatial ...
Zhongdi Cen, Anbo Le, Aimin Xu
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Unsteady Flow past a Flapping Aerofoil [PDF]
, 2012 : Unsteady flow computations are presented for low speed Mach number flow past a combined pitching and plunging aerofoil. The Implicit Reynolds-averaged Navier-Stokes solver used for obtaining time-accurate solutions is based on finite volume nodal ...
Siva Kumar, K, Sharanappa, Sajjan V
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Polymer Engineering &Science, EarlyView.A printhead‐mounted plasma nozzle activates the PEEK melt and the borosilicate print‐bed at the instant of contact. Only this simultaneous in‐situ activation of both interfaces yields reliable first‐layer adhesion (0.22 MPa). ABSTRACT Fused deposition modeling of poly‐ether‐ether‐ketone (PEEK) requires a high‐temperature build plate, yet PEEK does not ...
Paul Sager +3 more
wiley +1 more source
Time-Accurate Navier-Stokes Calculations with Approximately Factored Implicit Schemes [PDF]
, 2004 The performance of the dual time method is improved by means of an inner iteration based on an LU-SGS driven FAS multigrid method, and by using the same LU-SGS method in a time-accurate mode to provide a starting solution for each dual time step. This
Dwight, Richard, Richard P. Dwight
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Optimal Homogeneous ℒp$$ {\boldsymbol{\mathcal{L}}}_{\boldsymbol{p}} $$‐Gain Controller
International Journal of Robust and Nonlinear Control, EarlyView.ABSTRACT Nonlinear ℋ∞$$ {\mathscr{H}}_{\infty } $$‐controllers are designed for arbitrarily weighted, continuous homogeneous systems with a focus on systems affine in the control input. Based on the homogeneous ℒp$$ {\mathcal{L}}_p $$‐norm, the input–output behavior is quantified in terms of the homogeneous ℒp$$ {\mathcal{L}}_p $$‐gain as a ...
Daipeng Zhang +3 more
wiley +1 more source
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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Proceedings of the 3rd International Workshop on Euler Diagrams (Euler Diagrams 2012) [PDF]
, 2012 The 3rd International Workshop on Euler Diagrams (Euler Diagrams 2012) was held in Canterbury, UK on 2nd July 2012 in conjunction with the 7th International Conference on the Theory and Application of Diagrams (Diagrams 2012). Euler diagrams represent
Micallef, Luana
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