Search Results - subject:"Relaxation method"

Finding the most reliable path with and without link travel time correlation: A Lagrangian substitution based approach

Xing, Tao; Zhou, Xuesong - In: Transportation Research Part B: Methodological 45 (2011) 10, pp. 1660-1679

Path travel time reliability is an essential measure of the quality of service for transportation systems and an important attribute in travelers’ route and departure time scheduling. This paper investigates a fundamental problem of finding the most reliable path under different spatial...

Persistent link: https://www.econbiz.de/10010577914

A numerical study of the long wave–short wave interaction equations

Borluk, H.; Muslu, G.M.; Erbay, H.A. - In: Mathematics and Computers in Simulation (MATCOM) 74 (2007) 2, pp. 113-125

generalized elastic medium. The first one is the relaxation method, which is implicit with second-order accuracy in both space and …. We numerically test both the relaxation method and the split-step schemes for a problem concerning the motion of a single … solitary wave. We compare the accuracies of the split-step schemes with that of the relaxation method. Assessments of the …

Persistent link: https://www.econbiz.de/10010870756

Nonequilibrium relaxation analysis for first-order phase transitions

Ozeki, Yukiyasu; Kasono, Katsumi; Ito, Nobuyasu; … - In: Physica A: Statistical Mechanics and its Applications 321 (2003) 1, pp. 271-279

The nonequilibrium relaxation method is applied to first-order transition systems. Using the mixed-phase initialization …

Persistent link: https://www.econbiz.de/10010588922

A ‘moving index’ method for the solution of the American options valuation problem

Koulisianis, M.D; Papatheodorou, T.S - In: Mathematics and Computers in Simulation (MATCOM) 54 (2000) 4, pp. 373-381

We introduce a new technique for the solution of the American options valuation problem, which resembles the moving boundary behavior of the solution, and thus, we call it the ‘moving index’ (MI) method. We use the so-called linear complementarity formulation of the problem for which...

Persistent link: https://www.econbiz.de/10010749150