相关论文: Evaluation of the Efficiency and Comparison of Dif…

The numerical analysis for the small amplitude motion of an elastic beam with internal damping is investigated in domain with moving ends. An efficient numerical method is constructed to solve this moving boundary problem. The stability and…

In this article we present a new approach to the numerical valuation of derivative securities. The method is based on our previous work where we formulated the theory of pricing in terms of tradables. The basic idea is to fit a finite…

Many major works in social science employ matching to make causal conclusions, but different matches on the same data may produce different treatment effect estimates, even when they achieve similar balance or minimize the same loss…

In this paper we focus on the linear functionals defining an approximate version of the gradient of a function. These functionals are often used when dealing with optimization problems where the computation of the gradient of the objective…

Integro-partial differential equations occur in many contexts in mathematical physics. Typical examples include time-dependent diffusion equations containing a parameter (e.g., the temperature) that depends on integrals of the unknown…

In this paper, we consider the finite difference method for the generalized two-dimensional (2D) multi-term time-fractional Oldroyd-B fluid model, which is a subclass of non-Newtonian fluids. Different from the general multi-term time…

This paper aims to provide a proof of concept of the accuracy of simulations for advanced networking study. The particular target technology is the Differentiated Services (DiffServ) architecture. The method has been to apply experimental…

Solutions to fractional models inherently exhibit non-smooth behavior, which significantly deteriorates the accuracy and therefore efficiency of existing numerical methods. We develop a two-stage data-infused computational framework for…

In this paper, we discuss the second-order finite element method (FEM) and finite difference method (FDM) for numerically solving elliptic cross-interface problems characterized by vertical and horizontal straight lines, piecewise constant…

The goal of this thesis is threefold: first, to provide a general semantic setting for reasoning about incremental computation. Second, to establish and clarify the connection between derivatives in the incremental sense and derivatives in…

Finite-difference methods are a class of algorithms designed to solve black-box optimization problems by approximating a gradient of the target function on a set of directions. In black-box optimization, the non-smooth setting is…

In this paper, numerical analysis is carried out for a class of history-dependent variational-hemivariational inequalities arising in contact problems. Three different numerical treatments for temporal discretization are proposed to…

There exist many applications where it is necessary to approximate numerically derivatives of a function which is given by a computer procedure. In particular, all the fields of optimization have a special interest in such a kind of…

In this work, we discuss and compare three methods for the numerical approximation of constant- and variable-coefficient diffusion equations in both single and composite domains with possible discontinuity in the solution/flux at…

For a class of tempered fractional terminal value problems of the Caputo type, we study the existence and uniqueness of the solution, analyse the continuous dependence on the given data and using a shooting method, we present and discuss…

Discrete gradient methods are a class of numerical integrators producing solutions with exact preservation of first integrals of ordinary differential equations. In this paper, we apply order theory combined with the symmetrized Itoh--Abe…

In many commercial and academic settings, numerical solvers fail to achieve their theoretical performance levels due to issues in the system definition, parameterization, and even implementation. We propose a pair of methods for detecting…

Partial differential equations (PDEs) are used, with huge success, to model phenomena arising across all scientific and engineering disciplines. However, across an equally wide swath, there exist situations in which PDE models fail to…

We present an efficient finite difference method for the computation of parameter sensitivities that is applicable to a wide class of continuous time Markov chain models. The estimator for the method is constructed by coupling the perturbed…

The purpose of this paper is to propose a semi-analytical technique convenient for numerical approximation of solutions of the initial value problem for $p$-dimensional delayed and neutral differential systems with constant, proportional…