Results 11 to 20 of about 641 (195)
Numerical Solution of Nonlinear Backward Stochastic Volterra Integral Equations
Axioms, 2023 This work uses the collocation approximation method to solve a specific type of backward stochastic Volterra integral equations (BSVIEs). Using Newton’s method, BSVIEs can be solved using block pulse functions and the corresponding stochastic operational
Mahvish Samar +2 more
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Results in Applied Mathematics, 2022 In this article, we present a numerical method to approximate for solving nonlinear Stochastic Itô–Volterra integral equations. This method is based on the modification of hat functions (MHFs) that introduce an operational matrix of integration.
Fatemeh Sharafi, Behrooz Basirat
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A Study of The Stochastic Burgers’ Equation Using The Dynamical Orthogonal Method
Axioms, 2023 In the current work, the stochastic Burgers’ equation is studied using the Dynamically Orthogonal (DO) method. The DO presents a low-dimensional representation for the stochastic fields. Unlike many other methods, it has a time-dependent property on both
Mohamed El-Beltagy +2 more
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An Adaptive WENO Collocation Method for Differential Equations with Random Coefficients
Mathematics, 2016 The stochastic collocation method for solving differential equations with random inputs has gained lots of popularity in many applications, since such a scheme exhibits exponential convergence with smooth solutions in the random space.
Wei Guo +3 more
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IEEE Access, 2022 The investigation of stochastic optimal power flow (SOPF) is to seek the optimal solution of static stability constrained optimal power flow considering the uncertainty of parameters in power systems. To solve the problem, this paper proposes an approach
Bingqing Xia +5 more
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Stochastic Collocation Methods via $\ell_1$ Minimization Using Randomized Quadratures
SIAM Journal on Scientific Computing, 2017 25 pages, 8 ...
Guo, Ling +3 more
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Numerical analysis of stochastic SIR model by Legendre spectral collocation method
Advances in Mechanical Engineering, 2019 This article represents Legendre spectral collocation method based on Legendre polynomials to solve a stochastic Susceptible, infected, Recovered (SIR) model.
Sami Ullah Khan, Ishtiaq Ali
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Shock and Vibration, 2018 Numerical simulation of thin solids remains one of the challenges in computational mechanics. The 3D elasticity problems of shells of revolution are dimensionally reduced in different ways depending on the symmetries of the configurations resulting in ...
Harri Hakula +2 more
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Zhongguo Jianchuan Yanjiu, 2023 ObjectivesThe key to uncertainty design optimization (UDO) is uncertainty quantification (UQ), but the traditionally used Monte Carlo (MC) method can be time-consuming and computationally expensive.
Xiao WEI, Heng LI, Chenran HUANG
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Option valuation in markets with finite liquidity under fractional CEV assets [PDF]
Mathematics and Modeling in Finance, 2022 The aim of this paper is to numerically price the European double barrier option by calculating the governing fractional Black-Scholes equation in illiquid markets.
Azadeh Ghasemifard +2 more
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