✦ LIBER ✦

Difference Methods for Stochastic Partial Differential Equations

✍ Scribed by Ch. Roth

Publisher: John Wiley and Sons
Year: 2002
Tongue: English
Weight: 129 KB
Volume: 82
Category: Article
ISSN: 0044-2267
DOI: 10.1002/1521-4001(200211)82:11/12<821::aid-zamm821>3.0.co;2-l

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Stable explicit difference approximation

Stable explicit difference approximations to parabolic partial differential equations

✍ Shean-Lin Liu 📂 Article 📅 1969 🏛 American Institute of Chemical Engineers 🌐 English ⚖ 428 KB

C1natural neighbor interpolant for parti

C1natural neighbor interpolant for partial differential equations

✍ N. Sukumar; B. Moran 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 327 KB

Natural neighbor coordinates [20] are optimum weighted-average measures for an irregular arrangement of nodes in R n . [26] used the notion of Bézier simplices in natural neighbor coordinates Φ to propose a C 1 interpolant. The C 1 interpolant has quadratic precision in Ω ⊂ R 2 , and reduces to a cu

A Gauss–Galerkin finite-difference metho

A Gauss–Galerkin finite-difference method for singular partial differential equations in two space variables

✍ Liying Huang; David H. Y. Yen 📂 Article 📅 1997 🏛 John Wiley and Sons 🌐 English ⚖ 251 KB 👁 2 views

A Gauss-Galerkin finite-difference method is proposed for the numerical solution of a class of linear, singular parabolic partial differential equations in two space dimensions. The method generalizes a Gauss-Galerkin method previously used for treating similar singular parabolic partial differentia

Convergence of corrected derivative meth

Convergence of corrected derivative methods for second-order linear partial differential equations

✍ T. Black; T. Belytschko 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 224 KB 👁 2 views

Approximations where the derivatives are corrected so as to satisfy linear completeness on the derivatives are investigated. These techniques are used in particle methods and other mesh-free methods. The basic approximation is a Shepard interpolant which possesses only constant completeness. The der

On an alternative method for approximate

On an alternative method for approximate solution of linear stochastic differential equations

✍ J. Stahlberg 📂 Article 📅 1992 🏛 John Wiley and Sons 🌐 English ⚖ 265 KB 👁 1 views

Explicit and implicit meshless methods f

Explicit and implicit meshless methods for linear advection–diffusion-type partial differential equations

✍ M. Zerroukat; K. Djidjeli; A. Charafi 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 293 KB 👁 2 views

Simple, mesh=grid free, explicit and implicit numerical schemes for the solution of linear advection-di usion problems is developed and validated herein. Unlike the mesh or grid-based methods, these schemes use well distributed quasi-random points and approximate the solution using global radial bas