Search Results - subject:"numerical scheme"

A fractal-fractional order model for exploring the dynamics of Monkeypox disease

Wireko, Fredrick Asenso; Adu, Isaac Kwasi; Sebil, Charles; … - 2023

This study explores the biological behaviour of the Monkeypox disease using a fractal-fractional operator. We discuss the existence and uniqueness of the solution of the model using the fixed-point concept. We further show that the Monkeypox fractal-fractional model is stable through the...

Persistent link: https://www.econbiz.de/10014517337

The seven-league scheme: Deep learning for large time step Monte Carlo simulations of stochastic differential equations

Liu, Shuaiqiang; Grzelak, Lech A.; Oosterlee, Cornelis … - In: Risks 10 (2022) 3, pp. 1-27

We propose an accurate data-driven numerical scheme to solve stochastic differential equations (SDEs), by taking large …

Persistent link: https://www.econbiz.de/10013200937

The seven-league scheme : deep learning for large time step Monte Carlo simulations of stochastic differential equations

Liu, Shuaiqiang; Grzelak, Lech A.; Oosterlee, Cornelis … - In: Risks : open access journal 10 (2022) 3, pp. 1-27

We propose an accurate data-driven numerical scheme to solve stochastic differential equations (SDEs), by taking large …

Persistent link: https://www.econbiz.de/10013093086

A fully quantization-based scheme for FBSDEs

Callegaro, Giorgia; Gnoatto, Alessandro; Grasselli, Martino - 2021

Persistent link: https://www.econbiz.de/10013347389

Numerical study of hybrid third order compact scheme for hyperbolic conservation laws

Wibisono, Indra; Kosasih, E.A. - In: Energy Reports 6 (2020) 2, pp. 698-702

-order TVD scheme otherwise. The numerical scheme is tested in quasi-one-dimensional Sod's shock tube problem. The results show …

Persistent link: https://www.econbiz.de/10012652316

Numerical study of hybrid third order compact scheme for hyperbolic conservation laws

Wibisono, Indra; Yanuar; Kosasih, E.A. - In: Energy reports 6 (2020) 2, pp. 698-702

-order TVD scheme otherwise. The numerical scheme is tested in quasi-one-dimensional Sod's shock tube problem. The results show …

Persistent link: https://www.econbiz.de/10012181453

A numerical solution of optimal portfolio selection problem with general utility functions

Ma, Guiyuan; Zhu, Song-Ping; Kang, Boda - In: Computational economics 55 (2020) 3, pp. 957-981

Persistent link: https://www.econbiz.de/10012223689

Path-dependent American options

Chevalier, Etienne; Ly Vath, Vathana; Mnif, Mohamed - In: The journal of computational finance 23 (2019) 1, pp. 61-95

Persistent link: https://www.econbiz.de/10012064988

НЕЯВНЫЕ СИЛЬНЫЕ МЕТОДЫ ЧИСЛЕННОГО МОДЕЛИРОВАНИЯ РЕШЕНИЙ СДУ С МАРКОВСКИМИ ПЕРЕКЛЮЧЕНИЯМИ

ВАЛЕНТИНОВНА, ЧЕРНЫХ НАДЕЖДА - In: Управление большими … (2014) 3, pp. 58-83

Рассматриваются неявные сильные схемы численного решения стохастических дифференциальных уравнений с марковскими переключениями диффузионной составляющей....

Persistent link: https://www.econbiz.de/10011270558

Comparing Various Methods of Building Representation for 2D Flood Modelling In Built-Up Areas

Bellos, Vasilis; Tsakiris, George - In: Water Resources Management 29 (2015) 2, pp. 379-397

solved by the Finite Difference Method and the McCormack numerical scheme. The performance of the model is tested for three …

Persistent link: https://www.econbiz.de/10011151782