Combining High-Order Simulation Schemes with Variance
Accurate simulation of contaminant transport using high-order compact finite difference schemes
... Numerical simulation of advective-dispersive contaminant transport is carried out by using high-order compact finite difference schemes combined with second-order MacCormack and ...
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High order discretization schemes for stochastic volatility models
... in order to ensure that the effective correlation between the stock price and the volatility keeps the same sign (the function σ usually takes nonnegative ...discretization schemes for stochastic volatility ...
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Comparative Study on High-Order Positivity-preserving WENO Schemes
... positivity-preserving schemes for representative test ...standard high-order shock-capturing schemes. The simulation of a hypersonic nonequilibrium viscous shock tube that is related to ...
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Entropy splitting for high order numerical simulation of compressible turbulence
... turbulence simulation have been spectral, if geometries were simple, or high order non-dissipative finite dif- ferences or spectral elements if the geometries were ...turbulence simulation. ...
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Variance-reduced simulation of lattice Markov chains
... Carlo simulation of a large class of stochastic systems with discrete ...to high-dimensionality or time-scale separation, the cost of Monte Carlo estimation can become ...the variance (and thus the ...
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High-order implicit discontinuous Galerkin schemes for unsteady compressible Navier–Stokes equations
... rent simulation, the Hermite weighted essentially non-oscilla- tory limiters are adopted and the computation is performed on an ‘‘O’’-type mesh shown in ...
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A High-Order (EXtended) Discontinuous Galerkin Solver for the Simulation of Viscoelastic Droplet
... The High Weissenberg Number Problem A breakdown in convergence for different discretization schemes for low Weissenberg numbers of order O(1) was already observed in the early years of computational ...
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Analysis of High-Order Element Types for Implicit Large Eddy Simulation
... of High-Order Element Types for Implicit Large Eddy Simulation Carlos ...of high-order schemes continues to increase, with current methods becoming more robust and ...Eddy ...
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On efficiency of mean-variance based portfolio selection in DC pension schemes
... Remark 19 We could have decided to base our analysis focusing on the M-V approach, by fixing a priori appropriate values of F , and finding a posteriori the corresponding values of 1 − γ and k. This would have been a ...
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Parallel Adaptive Mesh Refinement for High-Order Finite-Volume Schemes in Computational Fluid Dynamics
... In order to perform accurate simulations, engineers and researchers must first cre- ate a discretized spatial ...consequence, simulation time) is an important step when creating a new computational ...
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A brief review on the convergence to steady state solutions of Euler equations with high-order WENO schemes
... numerical schemes that can capture shock waves well has been a tough ...cal schemes would produce severe spurious oscillations near shock ...capturing schemes were carefully designed. The most ...
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HIGH ORDER WENO SCHEMES ON UNSTRUCTURED TETRAHEDRAL MESHES
... words: high order methods, irregular meshes, transonic flows ...to simulation of compressible 3D Euler flows using unstructured tetrahedral ...
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Improved Weight Functions Of High-Order Weno Schemes
... CHAPTER 5 Discussion and Future Research Improved formulas for the weight functions of the 5th-order ESWENO scheme of Yamaleev and Carpenter were derived. For the improved weight functions, the parameters k and m ...
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Implementation of boundary conditions for optimized high order compact schemes
... this paper. the errors of the non-central near-boundary compact schemes are minimized in the wavenumber domain through the Fourier anail'sis and analytic optimization me[r] ...
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Purchase Order Variance Analysis
... Statement Variance Analysis utilises this data to provide journal creation and posting of variances generated from the data in 3 Way Matching at the Purchase Orders, Purchase Receipts and Purchase Invoice ...
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Using Variance to Analyze Visual Cryptography Schemes
... of Schemes 1 − ...of Schemes 1 − 4 can be found Figures 6 − 9 respectively. As Schemes 1 and 2 are of the same average contrast, according to Table 6 and Figures 6 − 7, it is easy to see that smaller ...
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A new family of high-order difference schemes for the solution of second order boundary value problems
... Many problems in chemistry, nanotechnology, biology, natural science, chemical physics and engineering are modeled by two point boundary value problems. In general, analytical solution of these problems does not exist. ...
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Asymptotic high order mass-preserving schemes for a hyperbolic model of chemotaxis
... difference schemes, chemotaxis AMS subject ...of schemes, sometimes overlapping: well balanced [18, 12, 24, 4, 16], Runge-Kutta IMEX [26], upwinding source [28, 3, 5, 1], and asymptotic preserving [23, ...
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High-order asymptotic-preserving projective integration schemes for kinetic equations
... Integration Schemes for Kinetic Equations Pauline Lafitte, Annelies Lejon, Ward Melis, Dirk Roose, and Giovanni Samaey Abstract We study a projective integration scheme for a kinetic equation in both the diffusive ...
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On the numerical solution of hyperbolic IBVP with high-order stable finite difference schemes
... Full list of author information is available at the end of the article Abstract The abstract Cauchy problem for the hyperbolic equation in a Hilbert space H with self-adjoint positive definite operator A is considered. ...
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