Keyword: differential equations

Found 193 papers in total
Mean-Field Games and Dynamic Demand Management in Power Grids
2014,
This paper applies mean‐field game theory to dynamic demand management. For a...
Mean Field Games Models–A Brief Survey
2014,
The mean‐field framework was developed to study systems with an infinite number...
Numerical solution of parabolic Cauchy problems in planar corner domains
2014,
An iterative method for the parabolic Cauchy problem in planar domains having a finite...
Spatial system estimators for panel models: A sensitivity and simulation study
2014,
Panel models are popular models in applied sciences and the question of spatial errors...
On two-parametric Esscher transform for geometric CGMY Lévy processes
2014,
We present a new transformation measure depending on two parameters, called...
Block hybrid method using trigonometric basis for initial value problems with oscillating solutions
2013,
A continuous hybrid method using trigonometric basis (CHMTB) with one...
Trigonometrically fitted block Numerov type method for y″=f(x, y, y')
2013,
A trigonometrically fitted block Numerov type method (TBNM), is proposed for solving y...
Optimal homotopy analysis method for nonlinear differential equations in the boundary layer
2013,
Optimal homotopy analysis method is a powerful tool for nonlinear differential...
Equivalence of continuum and discrete analytic sensitivity methods for nonlinear differential equations
2013,
This paper presents results for the study of equivalence between the total form...
Moving mesh method for problems with blow‐up on unbounded domains
2012,
This paper studies the numerical solutions of semilinear parabolic partial...
Systems of nonlinear Volterra integro‐differential equations
2012,
An efficient method based on operational Tau matrix is developed, to solve a type of...
Non‐polynomial quintic spline solution for the system of third order boundary‐value problems
2012,
In this paper we develop a non‐polynomial quintic spline function to...
Multistep Hermite collocation methods for solving Volterra Integral Equations
2012,
In this paper, we propose a new class of multistep collocation methods for solving...
An algorithm for solving linear Volterra integro‐differential equations
2012,
An efficient numerical procedure for solving linear second order Volterra...
Stability of central finite difference schemes for the Heston PDE
2012,
This paper deals with stability in the numerical solution of the prominent Heston...
General linear methods for y″=f(y(t))
2012,
In this paper we consider the family of General Linear Methods (GLMs) for the...
On a new analytical method for flow between two inclined walls
2012,
Efficient analytical methods for solving highly nonlinear boundary value problems are...
Unique and multiple PHAM series solutions of a class of nonlinear reactive transport model
2012,
The purpose of this paper is to visit a class of nonlinear reactive transport model in...
Computation of the canonical polynomials and applications to some optimal control problems
2012,
The Tau method is a numerical technique that consists in constructing polynomial...
Parameter‐uniform numerical methods for some singularly perturbed nonlinear initial value problems
2012,
Parameter‐uniform numerical methods for singularly perturbed nonlinear scalar...
Control of error in the homotopy analysis of semi‐linear elliptic boundary value problems
2012,
In the present paper, we have considered three methods with which to control the error...
Reciprocal polynomial extrapolation vs Richardson extrapolation for singular perturbed boundary problems
2012,
The reciprocal polynomial extrapolation was introduced in Amat et al. (2004), where...
Coiflet–Galerkin method for solving second order BVPs with variable coefficients in three dimensions
2012,
Three dimensional BVPs with variable coefficients, need to evaluate a lot of complex...
Gradient‐only approaches to avoid spurious local minima in unconstrained optimization
2013,
We reflect on some theoretical aspects of gradient‐only optimization for the...
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