Results 1 to 10 of about 1,816 (186)

Approximate solution of nonlinear hyperbolic equations with homogeneous jump conditions

Journal of Numerical Analysis and Approximation Theory, 2019
We present the error analysis of class of second order nonlinear hyperbolic interface problem where the spatial and time discretizations are based on finite element method and linearized backward difference scheme respectively. Both semi discrete and
Matthew Olayiwola Adewole
doaj   +7 more sources

Challenges and Progress in Computational Geophysical Fluid Dynamics in Recent Decades

Atmosphere, 2023
Here we present the numerical methods, applications, and comparisons with observations and previous studies. It includes numerical analyses of shallow water equations, Sun’s scheme, and nonlinear model simulations of a dam break, solitary Rossby wave ...
Wen-Yih Sun
doaj   +1 more source

General linear forward and backward Stochastic difference equations with applications

Automatica, 2018
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Xu, Juanjuan, Zhang, Huanshi, Xie, Lihua
openaire   +3 more sources

Smoothing properties in multistep backward difference method and time derivative approximation for linear parabolic equations [PDF]

International Journal of Mathematics and Mathematical Sciences, 2005
A smoothing property in multistep backward difference method for a linear parabolic problem in Hilbert space has been proved, where the operator is selfadjoint, positive definite with compact inverse. By using the solutions computed by a multistep backward difference method for the parabolic problem, we introduce an approximation scheme for time ...
openaire   +3 more sources

Solving one- and two-dimensional unsteady Burgers' equation using fully implicit finite difference schemes

Arab Journal of Basic and Applied Sciences, 2019
This paper introduces new fully implicit numerical schemes for solving 1D and 2D unsteady Burgers' equation. The non-linear Burgers' equation is discretized in the spatial direction by using second order Finite difference method which converts the ...
N. A. Mohamed
doaj   +1 more source

A note on fractional differences based on a linear combination between forward and backward differences

Computers & Mathematics with Applications, 2001
Convex combinations of forward and backward differences are considered. The exponent laws for the fractional differences [cf. \textit{G. L. Isaacs}, Math. Comput. 35, 933-936 (1980; Zbl 0494.40001)] and the Leibniz rules [cf. \textit{J. B. Diaz} and \textit{T. J. Osler}, Math. Comput.
openaire   +2 more sources

On simplified forms of the fractional-order backward difference and related fractional-order linear discrete-time system description

Bulletin of the Polish Academy of Sciences Technical Sciences, 2015
Abstract In this paper three simplified forms of the fractional-order (FO) backward difference (BD) are proposed and analysed. Due to time and frequency characteristics criteria parameters of simplified forms of the FOBDs are chosen. Applications of the simplified forms of the FOBDs diminish a number of multiplications and additions needed to ...
openaire   +1 more source

Forward–backward-difference time-integrating schemes with higher order derivatives for non-linear finite element analysis of solids and structures

Computers & Structures, 2015
Abstract One-step multiple-value methods are developed which involve an accurate predictor method with higher derivatives, followed by a corrector method cast in form of an enhanced Newton–Raphson scheme. The generalized Newmark (GNpj) method may be recovered as a special case.
openaire   +2 more sources

Entropy Production and Irreversibility in the Linearized Stochastic Amari Neural Model. [PDF]

Entropy (Basel)
Lucente D, Gradenigo G, Salasnich L.
europepmc   +1 more source

Fluctuations Around the Mean-Field Limit for Attractive Riesz Potentials in the Moderate Regime. [PDF]

Arch Ration Mech Anal
Chen L, Holzinger A, Jüngel A.
europepmc   +1 more source