Results 11 to 20 of about 120,781 (100)
Numerical schemes for G-Expectations
Electronic Journal of Probability, 2012 Electronic Journal of Probability ...
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Parametrized numerical scheme for the Einstein equations
JSIAM Letters, 2021 Summary: In astrophysics and astronomy, it is necessary to solve numerically and accurately the Einstein equations, which are 2nd-order partial differential equations for a metric. We propose a method of estimating a numerical scheme in terms of constraints, and we also demonstrate that a numerical scheme with parameters makes it possible to perform a ...
Hoshino, Hidetomo +2 more
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Development of a Numerical Scheme
American Journal of Computational Mathematics, 2016 In this paper, we developed a new numerical scheme which aimed to solve some initial value problems of ordinary differential equations. The full breakdown of this new numerical scheme derivation is presented. While in our subsequent research, we shall fully examine the characteristics of the scheme such as consistency, convergence and stability.
R. B. Ogunrinde, T. E. Olaosebikan
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Numerical implementation of the multisymplectic Preissman scheme and its equivalent schemes
Applied Mathematics and Computation, 2004 We analyze the multisymplectic Preissman scheme for the KdV equation with the periodic boundary condition and show that the unconvergence of the widely-used iterative methods to solve the resulting nonlinear algebra system of the Preissman scheme is due to the introduced potential function.
Yushun Wang, Bin Wang, Mengzhao Qin
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Numerical smoothing of Runge–Kutta schemes
Journal of Computational and Applied Mathematics, 2009 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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The Annals of Applied Probability, 2004 The author considers the decoupled system of forward-backward stochastic differential equations \[ \begin{aligned} X_t&=x + \int_0^t b(s,X_s) \,ds + \int_0^t \sigma(s,X_s)\,dW_s,\\ Y_t&= \Phi(X)+\int_t^Tf(s,X_s,Y_s,Z_s)\,ds-\int_t^TZ_s\,dW_s, \end{aligned} \tag{1} \] where \(b,\,\sigma\) and \(f\) are deterministic functions and \(W\) is a standard ...
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Conservative numerical schemes for the Ostrovsky equation
Journal of Computational and Applied Mathematics, 2010 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Takaharu Yaguchi +2 more
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On the convergence of numerical schemes for the Boltzmann equation
Annales de l'Institut Henri Poincaré C, Analyse non linéaire, 2003 We consider a time and spatial explicit discretisation scheme for the Boltzmannequation. We prove some Maxwellian bounds on the resulting approximated solution anddeduce its convergence using a new time-discrete averaging lemma. Résumé Nous considérons une discrétisation explicite en temps et espace de l’équation de ...
A. Vasseur, T. Horsin, S. Mischler
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Numerical Schemes for Rough Parabolic Equations [PDF]
Applied Mathematics & Optimization, 2011 Applied Mathematics and Optimization ...
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On the construction of boundary preserving numerical schemes [PDF]
Monte Carlo Methods and Applications, 2016 Abstract Our aim in this note is to extend the semi-discrete technique by combine it with the split step method. We apply our new method to the Ait-Sahalia model and propose an explicit and positivity preserving numerical scheme.
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