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The time-fractional Black-Scholes equation (TFBSE) is intended to price the options for which the underlying price fluctuates within a correlated fractal transmission system. Although the TFBSE is an influential approach for grasping the…

Numerical Analysis · Mathematics 2025-08-12 Nizamudheen V , Riyasudheen TK , Noufal Asharaf , Shefeeq T

The micropolar Rayleigh-B{\'e}nard convection system, which consists of Navier-Stokes equations, the angular momentum equation, and the heat equation, is a strongly nonlinear, coupled, and saddle point structural multiphysics system. A…

Numerical Analysis · Mathematics 2025-12-03 Ming Cui , Akang Hou , Xiaoyu Dong

In this article, a formulation of a point-collocation method in which the unknown function is approximated using global expansion in tensor product Bernstein polynomial basis is presented. Bernstein polynomials used in this study are…

Numerical Analysis · Mathematics 2012-11-16 Nikola Mirkov , Bosko Rasuo

In this paper, B-spline collocation method is developed for the solution of one-dimensional hyperbolic telegraph equation. The convergence of the method is proved. Also the method is applied on some test examples, and the numerical results…

Numerical Analysis · Mathematics 2017-07-11 M. Zarebnia , R. Parvaz

Sixth-order boundary value problems (BVPs) arise in thin-film flows with a surface that has elastic bending resistance. We consider the case in which the elastic interface is clamped at the lateral walls of a closed trough and thus encloses…

Numerical Analysis · Mathematics 2025-12-02 N C Papanicolaou , I C Christov

A new differential-recurrence relation for the B-spline functions of the same degree is proved. From this relation, a recursive method of computing the coefficients of B-spline functions of degree $m$ in the Bernstein-B\'{e}zier form is…

Numerical Analysis · Mathematics 2022-10-13 Filip Chudy , Paweł Woźny

Variable-exponent fractional models attract increasing attentions in various applications, while the rigorous analysis is far from well developed. This work provides general tools to address these models. Specifically, we first develop a…

Numerical Analysis · Mathematics 2026-04-02 Xiangcheng Zheng

A Bayesian approach to nonlinear inverse problems is considered where the unknown quantity (input) is a random spatial field. The forward model is complex and non-linear, therefore computationally expensive. An emulator-based methodology is…

Applications · Statistics 2021-05-11 Anirban Mondal , Bani Mallick

We present a principled study on establishing a recursive Bayesian estimation scheme using B-splines in Euclidean spaces. The use of recurrent control points as the state vector is first conceptualized in a recursive setting. This enables…

Systems and Control · Electrical Eng. & Systems 2025-06-12 Kailai Li

In this paper we investigate numerically the order of convergence of an isogeometric collocation method that builds upon the least-squares collocation method presented in [1] and the variational collocation method presented in [2]. The…

Numerical Analysis · Mathematics 2017-04-05 Monica Montardini , Giancarlo Sangalli , Lorenzo Tamellini

A systematic method is presented to provide various equivalent solution formulas for exact solutions to the sine-Gordon equation. Such solutions are analytic in the spatial variable $x$ and the temporal variable $t,$ and they are…

Exactly Solvable and Integrable Systems · Physics 2011-06-16 Tuncay Aktosun , Francesco Demontis , Cornelis van der Mee

We use generalized Gaussian quadratures for exponentials to develop a new ODE solver. Nodes and weights of these quadratures are computed for a given bandlimit $c$ and user selected accuracy $\epsilon$, so that they integrate functions…

Numerical Analysis · Mathematics 2013-11-21 Gregory Beylkin , Kristian Sandberg

In this work we study a multi-step scheme on time-space grids proposed by W. Zhao et al. [28] for solving backward stochastic differential equations, where Lagrange interpolating polynomials are used to approximate the time-integrands with…

Numerical Analysis · Mathematics 2018-09-05 Long Teng , Aleksandr Lapitckii , Michael Günther

Solving initial value problems and boundary value problems of Linear Ordinary Differential Equations (ODEs) plays an important role in many applications. There are various numerical methods and solvers to obtain approximate solutions…

Numerical Analysis · Mathematics 2018-05-22 Wenqiang Yang , Wenyuan Wu , Robert M. Corless

Fractional boundary value problems are often used to model complex systems and processes characterized by memory effects and anomalous diffusion. In this paper, we consider fractional boundary value problems involving the Riesz-Caputo…

Numerical Analysis · Mathematics 2026-05-18 Chiara Sorgentone , Enza Pellegrino , Francesca Pitolli

This paper is devoted to the construction of exponential integrators of first and second order for the time discretization of constrained parabolic systems. For this extend, we combine well-known exponential integrators for unconstrained…

Numerical Analysis · Mathematics 2019-07-08 Robert Altmann , Christoph Zimmer

This paper proposes an isogeometric boundary element method (IGBEM) to solve the electromagnetic scattering problems for three-dimensional doubly-periodic multi-layered structures. The main concerns are the constructions of (i) an open…

Numerical Analysis · Mathematics 2021-10-28 Toru Takahashi , Tetsuro Hirai , Hiroshi Isakari , Toshiro Matsumoto

In this study, we set up a numerical technique to get approximate solutions of Fisher's equation which is one of the most important model equation in population biology. We integrate the equation fully by using combination of the…

Numerical Analysis · Mathematics 2016-04-26 Ozlem Ersoy , Idris Dag

In this paper we derive and analyse new exponential collocation methods to efficiently solve the cubic Schr\"{o}dinger Cauchy problem on a $d$-dimensional torus. Energy preservation is a key feature of the cubic Schr\"{o}dinger equation. It…

Numerical Analysis · Mathematics 2018-08-02 Bin Wang , Xinyuan Wu

Penalized B-splines are routinely used in additive models to describe smooth changes in a response with quantitative covariates. It is typically done through the conditional mean in the exponential family using generalized additive models…

Methodology · Statistics 2020-05-12 Philippe Lambert
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