Results 221 to 230 of about 3,141,457 (252)
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A numerical scheme for a class of sweeping processes
Numerische Mathematik, 2010The paper deals with a special class of differential inclusions related to perturbed sweeping processes by uniformly prox-regular sets. In the first main part of the paper, the author provides sufficient conditions for the corresponding initial value problems to be well posed in the usual analytical sense.
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A new numerical scheme for the CIR process
Monte Carlo Methods and Applications, 2015Abstract In this paper we generalize an explicit numerical scheme for the CIR process that we have proposed before. The advantage of the new proposed scheme is that preserves positivity and is well posed for a (little bit) broader set of parameters among the positivity preserving schemes.
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Exact numerical schemes and the three means
International Journal of Computer Mathematics, 1991Grids based on geometric and harmonic sequences are used here in defining approximations to derivatives which have second order accuracy. Such schemes are superior to the usual arithmetic difference grids for important classes of functions exhibiting significant variation—such as a singularity in a region. Furthermore, the approximations to derivatives
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Numerical schemes with convergence for generalized fractional integro-differential equations
Journal of Computational and Applied Mathematics, 2021Rajesh K Pandey, Kamlesh Kumar
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Numerical scheme and stability analysis of stochastic Fitzhugh–Nagumo model
Results in Physics, 2022Muhammad Bilal Riaz +2 more
exaly
Numerical Schemes with High Spatial Accuracy for a Variable-Order Anomalous Subdiffusion Equation
SIAM Journal of Scientific Computing, 2010Chang-Ming Chen, Fawang Liu, Vo Anh
exaly
Stability Analysis of Numerical Schemes for Stochastic Differential Equations
SIAM Journal on Numerical Analysis, 1996Taketomo Mitsui
exaly