Showing 1 - 10 of 314
A Galerkin finite element approximation of Wick-stochastic water waves is developed and numerically investigated. The problems under study consist of a class of shallow water equations driven by white noise. Random effects may appear in the water free surface or in the bottom topography among...
Persistent link: https://www.econbiz.de/10011050476
In this paper, Lp convergence and almost sure convergence of the Milstein approximation of a partial differential equation of advection–diffusion type driven by a multiplicative continuous martingale is proven. The (semidiscrete) approximation in space is a projection onto a finite dimensional...
Persistent link: https://www.econbiz.de/10010636528
In this letter, energy transfer of Jeffery-Hamel nanofluid flow in non-parallel walls is investigated analytically using Galerkin method. The effective thermal conductivity and viscosity of nanofluid are calculated by the Maxwell-Garnetts (MG) and Brinkman models, respectively. The influence of...
Persistent link: https://www.econbiz.de/10011937753
This paper advocates a regime-switching model to capture the risk of structural changes in the economy, when determining the optimal bid-ask spread in limit order books. In our model, the market-maker faces an inventory risk due to the diffusive nature of the stocks¡¯ mid-price and a...
Persistent link: https://www.econbiz.de/10011096959
A flexible solution method for the initial-boundary value problem of the temperature field in a one-dimensional domain of a solid with significantly nonlinear material parameters and radiation boundary conditions is proposed. A transformation of the temperature values allows the isolation of the...
Persistent link: https://www.econbiz.de/10010870058
The coupled nonlinear Schrödinger equation models several interesting physical phenomena presents a model equation for optical fiber with linear birefringence. In this paper we derive a finite element scheme to solve this equation, we test this method for stability and accuracy, many numerical...
Persistent link: https://www.econbiz.de/10011050321
This paper presents a velocity/pressure/function-of-transformation formulation to simulate two- and three-dimensional flows by a finite element Galerkin technique associated to stream-tube analysis. The latter method involves an unknown transformation. Applications are given for plane and...
Persistent link: https://www.econbiz.de/10011050736
The dependence of total population and population distribution on the spatial distribution of the intrinsic growth factor is studied. The existence of solutions of a nonlinear single species and the corresponding predator-prey model is established. The solutions are then approximated by the...
Persistent link: https://www.econbiz.de/10010749002
A general circulation model using a full-Galerkin method is developed for the simulation of atmospheric climate and variability. Two variants of the Galerkin method, the spectral-transform method and the finite-element method, are used in this model for the horizontal and vertical...
Persistent link: https://www.econbiz.de/10010749950
Persistent link: https://www.econbiz.de/10010471999