higher order numerical methods
Augmented Lagrangian Methods for Numerical Solutions to Higher Order Differential Equations
... Lagrangian methods for finding numerical solutions to engi- neering ...4th order nonlinear differential equation with boundary ...4th order differential equation. Numerical test results ...
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The stability of collocation methods for higher order Volterra integro differential equations
... The numerical stability of the polynomial spline collocation method for general Volterra integro-differential equation is being ...the higher-order integro-differential ...
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Numerical Solution of Fuzzy Differential Equation by Sixth Order Runge-Kutta Method
... the order of accuracy of the Runge-Kutta methods have been accomplished by increasing the number of Taylor’s series terms used and thus the number of functional evaluations required ...involving ...
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A Family of Higher-Order Implicit Time Integration Methods for Unsteady Compressible Flows.
... developed methods had also been applied to compute a variety of time-accurate flow problems on arbitrary ...the numerical solutions of unsteady compressible Navier-Stokes equations were ...the ...
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Exact Solutions and Numerical Comparison of Methods for Solving Fractional-Order Differential Systems
... the methods, ...the numerical simulations obtained by the PECE method and the LAPM are in very good agreement with the exact ...between numerical solutions, which are computed using the LAPM and the ...
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Multi asset Spread Option Pricing and Hedging
... extensive numerical experiments to study the performance of our meth- ods and other existing methods, including Monte Carlo simulation, Carmona and Durrleman’s method and numerical ...assets. ...
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Development and Implementation of Reconstructed Discontinuous Galerkin Methods for Computational Fluid Dynamics on GPUs.
... DG methods are indeed a natural choice for the solution of the hyperbolic equations, such as the compressible Euler ...of numerical methods have been proposed in the literature to address this issue, ...
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Numerical Solution of Linear Ordinary Differential Equations of Higher Order by Differential Transformation Method
... of methods, exact, approximate and purely numerical are available for the solution of differential ...these methods are computationally intensive because they are trial-and error in nature, or need ...
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Numerical Solution of Non-linear Elasticity Problems Using Higher-Order Taylor Series Approximations
... However, full Newton-Raphson method requires calculation of tangential stiffness matrix (which need to be updated at new state of deformation and stress) within each sub-iterative balance process and usually are time- ...
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Higher order operator splitting methods for an image de-noising model
... additive noise removal. Here semi-implicit (SIM), additive operator splitting (AOS) and additive multiplicative operator splitting (AMOS) type schemes are developed. The quality in AOS is, it treats with all coordinate ...
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Numerical solution of Solving Higher order Boundary Value Problems using Collocation Methods
... Differential Equations of Second Order”, Acta Math. Vietnamica 20 (1) pp. 85-98. 4. Chuong N. M. and Tuan N. V (1997) “Spline Collocation Methods for Fredholm- Volterra integro-Differential Equations of ...
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Numerical Solution of Higher Order Linear Fuzzy Differential Equations using Generalized STWS Technique
... STWS technique was introduced by Rao et al. [10]. Balachandran and Murugesan applied STWS technique to solve first order system of IVPs[11, 12]. Murugesan and Paul Dhayabaran extended STWS technique for solving ...
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Synthesis of the Control of the Temperature Maintaining Process in a Heat Supply Problem
... a numerical solution to the direct and adjoint boundary-value problems (8)-(13) and (23)- (27), taking into account their specific features, which is necessary for each iteration of the pro- cedure (14) when ...
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Comparison of Analytical and Numerical Solutions of Fractional-Order Bloch Equations using Reliable Methods
... and numerical solutions are usually ...method. Numerical methods for obtaining approximate solutions of FDEs are based on discretization of the independent variable and include the ...
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Higher Order Vagueness
... concept, Higher Order ...make Higher Order Vagueness an object of scientific attention, we conclude that vagueness is undesirable in logical systems but desirable in language, and the ...
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Comparison of numerical techniques in solving transient analysis of electrical circuits
... in order to achieve under damped ...In order to obtain the best numerical method for transient analysis of RLC circuit, three numerical methods are compared with the analytical ...three ...
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Study of Stability Analysis for a Class of Fourth Order Boundary Value Problems
... implicit methods. It is found that the implicit methods have order ( k − 3 ) ...the methods are derived. Numerical tests of the performance of the methods are established by ...
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Numerical Methods
... • A smile surface is a surface plot of implied volatilities for different strikes or moneyness and maturities • Slicing through this surface at a fixed strike or moneyness gives a volati[r] ...
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Higher order volatility
... two higher-order volatilities show themselves to be of the same order of magnitude as second-order volatility, making good on their initial ...
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Higher order linearisability
... In the concurrent setting, a notion that has been particularly influential is that of linearisability [12]. Linearisability requires that, for each history generated by a library, one should be able to find another ...
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