Applied mathematics Probabilistic numerical methods for fully nonlinear PDEs and related topics UNIVERSITY OF SOUTHERN CALIFORNIA Jianfeng Zhang ZhuoJiaIn this dissertation we will discuss three topics, starting with a monotone scheme for high dimensional fully nonlinear PDEs, which include the quasi-linear...
In this paper, we develop new high-order numerical methods for hyperbolic systems of nonlinear partial differential equations (PDEs) with uncertainties. The new approach is realized in the semi-discrete finite-volume framework and is based on fifth-order weighted essentially non-oscillatory (WENO) in...
Nonlinear r Quasilinea Linear ... ... ... 4 • types first order linear PDE x t y x u v u c u b u a 0 Advection Equation(AE) second order linear PDE 0 G Cu Bu Au yy xy xx elliptic AC B 0 4 2 eq. conduction heat eq., 0 , Laplace u u equation Poisson y ...
Results for L2 and L∞ norms are presented for both linear PDE (on the left) and nonlinear PDE (on the right). The considered products are European Call and Put options solving (62) with the parameters in Table 1. The solution obtained with 1280 cells in space and 230 time steps is ...
Basic Methods: 2. Convergent and divergent series; 3. Chebyshev expansions; 4. Recurrence relations and continued fractions; 5. Quadrature methods; Part II. Further Tools and Methods:... A Gil,J Segura,NM Temme 被引量: 439发表: 2007年 Efficient Numerical Methods for Nonlinear MPC and Moving...
This paper investigates numerical methods for solving stochastic linear quadratic (SLQ) optimal control problems governed by stochastic partial differential equations (SPDEs). Two distinct approaches, the open-loop and closed-loop ones, are developed to ensure convergence rates in the fully discrete sett...
1)numerical solutions for partial differential equations偏微分方程数值解法 英文短句/例句 1.Numerical Methods for PDE偏微分方程数值解法 2.Numerical Methods to Solve Partial Differential Equations Based on Spline Functions;基于样条函数的偏微分方程数值解法 3.Bivariate Spline Method for Numerical Solution of ...
Lecture 04 Part 7_ Numerical Integration, 2016 Numerical Methods for PDE 05:21 Lecture 05 Part 1_ von Neumann stability analysis of continuous PDE 05:34 Lecture 05 Part 2_ Discrete Fourier series for von Neumann stability analysis 09:18 ...
When using models with concentration-dependent diffusion coefficient (nonlinear PDEs), the computational time rapidly increases with the number of adjustable parameters. Specific implementation of numerical solution of the concrete diffusion model starts with the form of its PDE and the number of ...
Numerical Methods for Partial Differential Equations (SMA 5212) A presentation of the fundamentals of modern numerical techniques for a wide range of linear and nonlinear elliptic, parabolic and hyperbolic partial differential equations and integral equations central to a wide variety of applications... ...