Results 41 to 50 of about 184,541 (267)

A Study On Stability Of Conditional Variances For GARCH Models With Application

open access: yesTikrit Journal of Pure Science, 2023
In this paper we study the stability conditions of GARCH models and we find these conditions by using a local linearization technique. In addition we study the stability of conditional variances predictions where these predictions converge to an ...
Azher Abbas Mohammad   +1 more
doaj   +1 more source

Characterizing the stabilization size for semi-implicit Fourier-spectral method to phase field equations [PDF]

open access: yes, 2016
Recent results in the literature provide computational evidence that stabilized semi-implicit time-stepping method can efficiently simulate phase field problems involving fourth-order nonlinear dif- fusion, with typical examples like the Cahn-Hilliard ...
Li, Dong, Qiao, Zhonghua, Tang, Tao
core   +2 more sources

Isomorphic Schauder decompositions in certain Banach spaces [PDF]

open access: yes, 2013
We extend a theorem of Kato on similarity for sequences of projections in Hilbert spaces to the case of isomorphic Schauder decompositions in certain Banach spaces.
Marchenko, Vitalii
core   +2 more sources

A Crank–Nicolson Leapfrog stabilization: Unconditional stability and two applications

open access: yesJournal of Computational and Applied Mathematics, 2015
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Jiang, Nan   +4 more
openaire   +1 more source

Efficient Fully Discrete Finite-Element Numerical Scheme with Second-Order Temporal Accuracy for the Phase-Field Crystal Model

open access: yesMathematics, 2022
In this paper, we consider numerical approximations of the Cahn–Hilliard type phase-field crystal model and construct a fully discrete finite element scheme for it. The scheme is the combination of the finite element method for spatial discretization and
Jun Zhang, Xiaofeng Yang
doaj   +1 more source

A Finite Element Approximation for Nematic Liquid Crystal Flow with Stretching Effect Based on Nonincremental Pressure-Correction Method

open access: yesEntropy, 2022
In this paper, a new decoupling method is proposed to solve a nematic liquid crystal flow with stretching effect. In the finite element discrete framework, the director vector is calculated by introducing a new auxiliary variable w, and the velocity ...
Zhaoxia Meng, Meng Liu, Hongen Jia
doaj   +1 more source

An alternating direction Galerkin method for a time-fractional partial differential equation with damping in two space dimensions

open access: yesAdvances in Difference Equations, 2017
In this paper, we propose an efficient alternating direction implicit (ADI) Galerkin method for solving the time-fractional partial differential equation with damping, where the fractional derivative is in the sense of Caputo with order in ( 1 , 2 ) $(1 ...
An Chen, Changpin Li
doaj   +1 more source

An iterative decoupled algorithm with unconditional stability for Biot model

open access: yesMathematics of Computation, 2023
This paper is concerned with numerical algorithms for Biot model. By introducing an intermediate variable, the classical 2-field Biot model is written into a 3-field formulation. Based on such a 3-field formulation, we propose a coupled algorithm, some time-extrapolation based decoupled algorithms, and an iterative decoupled algorithm. Our focus is the
Gu, Huipeng, Cai, Mingchao, Li, Jingzhi
openaire   +2 more sources

Higher-order approximations for space-fractional diffusion equation

open access: yesJournal of Numerical Analysis and Approximation Theory
Second-order and third-order finite difference approximations for fractional derivatives are derived from a recently proposed unified explicit form. The Crank-Nicholson schemes based on these approximations are applied to discretize the space-fractional
Anura Gunarathna Wickramarachchi   +1 more
doaj   +1 more source

Vector Additive Decomposition for 2D Fractional Diffusion Equation

open access: yesNonlinear Analysis, 2008
Such physical processes as the diffusion in the environments with fractal geometry and the particles’ subdiffusion lead to the initial value problems for the nonlocal fractional order partial differential equations. These equations are the generalization 
N. Abrashina-Zhadaeva, N. Romanova
doaj   +1 more source

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