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  • Search: subject:"Numerical stability"
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Year of publication
Subject
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Numerical stability 10 numerical stability 3 Monte Carlo simulation 2 Advection–diffusion equation 1 Algorithm 1 Algorithmus 1 Chapman–Enskog analysis 1 Combinatorial optimization 1 Critical Reynolds number 1 Derivat 1 Derivative 1 Digital signal processors 1 Direct quadrature methods 1 EU countries 1 EU-Staaten 1 Entropy 1 European and American options 1 Explicit numerical methods 1 Finite difference approximation 1 Fixed stability coefficients 1 Forced modified KdV 1 Hammerstein nonlinearity 1 Hopf bifurcation 1 Lattice Boltzmann 1 Lattice gas 1 Mass conservation 1 Mathematical programming 1 Mathematische Optimierung 1 Monte-Carlo-Simulation 1 Nonlinear parabolic–hyperbolic systems 1 Numerical accuracy 1 Numerical algorithms 1 Numerical analysis 1 Numerisches Verfahren 1 Option pricing theory 1 Option trading 1 Optionsgeschäft 1 Optionspreistheorie 1 Parallel processing 1 Polynomial optimization 1
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Online availability
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Undetermined 11 Free 2
Type of publication
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Article 11 Book / Working Paper 2
Type of publication (narrower categories)
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Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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Undetermined 11 English 2
Author
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Bae, Won-Soung 1 Briani, Maya 1 Caramellino, Lucia 1 Catanzaro, Daniele 1 Cerimele, M.M. 1 Choi, Jeongwhan 1 Chopard, Bastien 1 Coupanec, Erwan Le 1 Davidson, J. 1 Flatau, Piotr J. 1 Frohn, Martin 1 Gorban, A.N. 1 Houle, J.L. 1 Kim, Hongjoong 1 Latt, Jonas 1 Lavoie, M. 1 Messina, E. 1 Muramatsu, Masakazu 1 Nakata, Maho 1 Packwood, D.J. 1 Pesenti, Raffaele 1 Pistella, F. 1 Platen, Eckhard 1 Qué-Do, V. 1 Shi, Lei 1 Teixeira, Joao 1 Teixeira, João 1 Terenzi, Giulia 1 Valente, V. 1 Vecchio, A. 1 Verschaeve, Joris C.G. 1 Waki, Hayato 1 Witek, Marcin L. 1 Zanette, Antonino 1
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Institution
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Finance Discipline Group, Business School 1
Published in...
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Mathematics and Computers in Simulation (MATCOM) 8 Computational Optimization and Applications 1 International journal of theoretical and applied finance 1 LIDAM discussion paper CORE 1 Physica A: Statistical Mechanics and its Applications 1 Research Paper Series / Finance Discipline Group, Business School 1
Source
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RePEc 11 ECONIS (ZBW) 2
Showing 11 - 13 of 13
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Lattice Boltzmann method with regularized pre-collision distribution functions
Latt, Jonas; Chopard, Bastien - In: Mathematics and Computers in Simulation (MATCOM) 72 (2006) 2, pp. 165-168
An extended numerical scheme for the simulation of fluid flows by means of a lattice Boltzmann (LB) method is introduced. It is conceptually related to the lattice BGK scheme, which it enhances by a regularization step. The result is a numerical scheme that is both more accurate and more stable...
Persistent link: https://www.econbiz.de/10010748726
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Stable schemes for partial differential equations: the one-dimensional reaction–diffusion equation
Teixeira, João - In: Mathematics and Computers in Simulation (MATCOM) 64 (2004) 5, pp. 507-520
solve these equations often suffer from numerical stability problems. In this paper, a new type of algorithm to solve the …
Persistent link: https://www.econbiz.de/10010750201
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Real-time simulation of power system stability using parallel digital signal processors
Lavoie, M.; Qué-Do, V.; Houle, J.L.; Davidson, J. - In: Mathematics and Computers in Simulation (MATCOM) 38 (1995) 4, pp. 283-292
An electrical power system usually includes machines with their regulators and controls linked through power lines, transformers, capacitor banks, reactors, and loads. In stability analysis, two distinct strategies are possible for solving the differential equations and network equations...
Persistent link: https://www.econbiz.de/10010749565
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