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Listar por palabra clave "Discretizations"

Mostrando ítems 1-2 de 2

Modeling transient groundwater flow by coupling ensemble Kalman filtering and upscaling

Li ., Liangping; Zhou ., Haiyan; Franssen, HJH; Gómez-Hernández, J. Jaime (American Geophysical Union (AGU), 2012-01)

The ensemble Kalman filter (EnKF) is coupled with upscaling to build an aquifer model at a coarser scale than the scale at which the conditioning data (conductivity and piezometric head) had been taken for the purpose of ...
Numerical analysis and computing of a non-arbitrage liquidity model with observable parameters for derivatives

Casabán Bartual, Mª Consuelo; Company Rossi, Rafael; Jódar Sánchez, Lucas Antonio; Pintos Taronger, José Ramón (ElsevierPergamon, 2011)

[EN] This paper deals with the numerical analysis and computing of a nonlinear model of option pricing appearing in illiquid markets with observable parameters for derivatives. A consistent monotone finite difference scheme ...

Mostrando ítems 1-2 de 2