Related papers: Evaluating a double integral using Euler's method …
This paper introduces an efficient algorithm for computing the general oscillatory matrix functions. These computations are crucial for solving second-order semi-linear initial value problems. The method is exploited using the scaling and…
Numerical simulation of compressible fluid flows is performed using the Euler equations. They include the scalar advection equation for the density, the vector advection equation for the velocity and a given pressure dependence on the…
This paper considers spectral-difference methods of a high-order of accuracy for solving the one-way wave equation using the Laguerre integral transform with respect to time as the base. In order to provide a high spatial accuracy and…
We consider a Markov chain approximation scheme for utility maximization problems in continuous time, which uses, in turn, a piecewise constant policy approximation, Euler-Maruyama time stepping, and a Gauss-Hermite approximation of the…
A class of linear parabolic equations are considered. We give a posteriori error estimates in the maximum norm for a method that comprises extrapolation applied to the backward Euler method in time and finite element discretisations in…
In order to solve an initial value problem by the variational iteration method, a sequence of functions is produced which converges to the solution under some suitable conditions. In the nonlinear case, after a few iterations the terms of…
We present a novel approach for the inverse problem in electrical impedance tomography based on regularized quadratic regression. Our contribution introduces a new formulation for the forward model in the form of a nonlinear integral…
The method of regularised stokeslets is widely used in microscale biological fluid dynamics due to its ease of implementation, natural treatment of complex moving geometries, and removal of singular functions to integrate. The standard…
The present work is devoted to introduce the backward Euler based modular time filter method for MHD flow. The proposed method improves the accuracy of the solution without a significant change in the complexity of the system. Since time…
This survey provides an overview of state-of-the art multirate schemes, which exploit the different time scales in the dynamics of a differential equation model by adapting the computational costs to different activity levels of the system.…
By double ideal quotient, we mean $(I:(I:J))$ where ideals $I$ and $J$. In our previous work [11], double ideal quotient and its variants are shown to be very useful for checking prime divisor and generating primary component. Combining…
The aim of this work is to provide fast and accurate approximation schemes for the Monte Carlo pricing of derivatives in LIBOR market models. Standard methods can be applied to solve the stochastic differential equations of the successive…
In this paper, we present a study of an a posteriori estimator for the discretization error of a non-standard finite difference scheme applied to boundary value problems defined on an infinite interval. In particular, we show how…
We develop a numerical method for solving a system of nonlinear integral equations involving two integral terms: at the current time t, one integral is taken from 0 to t, and a different integral is taken from t to infinity. We prove the…
We present a new method for the numerical evaluation of arbitrary loop integrals in dimensional regularization. We first derive Mellin-Barnes integral representations and apply an algorithmic technique, based on the Cauchy theorem, to…
Maximum likelihood estimations for the parameters of extreme value distributions are discussed in this paper using fixed point iteration. The commonly used numerical approach for addressing this problem is the Newton-Raphson approach which…
We propose, analyze, and implement interpolatory approximations and Filon-type cubature for efficient and accurate evaluation of a class of wideband generalized Fourier integrals on the sphere. The analysis includes derivation of (i)…
Let M(f) denote the Midpoint Rule and T(f) the Trapezoidal Rule for estimating integral_a^b f(x) dx. Then Simpson's Rule = tM(f) + (1-t)T(f), where t = 2/3. We generalize Simpson's Rule to multiple integrals as follows. Let D be some…
The machine learning explosion has created a prominent trend in modern computer hardware towards low precision floating-point operations. In response, there have been growing efforts to use low and mixed precision in general scientific…
As the new-generation precision experiments such as MOLLER and P2 look for physics beyond Standard Model, it is becoming increasingly important to evaluate the higher-order electroweak radiative corrections to a sub-percent level of…