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Listar por palabra clave "Finite difference method"

Mostrando ítems 1-7 de 7

A conceptual numerical model to simulate hydraulic head in aquifers that are hydraulically connected to surface water bodies

Pulido Velázquez, David; Sahuquillo Herráiz, Andrés; Andreu Álvarez, Joaquín (Wiley: 12 months, 2011-07)

In this paper, we present a conceptual-numerical model that can be deduced from a calibrated finite difference groundwater-flow model, which provides a parsimonious approach to simulate and analyze hydraulic heads and ...
A front-fixing method for American option pricing on zero-coupon bond under the Hull and White model

Company Rossi, Rafael; Egorova, Vera N.; Jódar Sánchez, Lucas Antonio; Peris, Jorge (John Wiley & Sons, 2022-04)

[EN] A new efficient numerical method is proposed for valuation of American option on zero-coupon bond using Hull and White model. By applying the front-fixing transformation suggested by Holmes and Yang, the original free ...
Assessment of a methodology to mesh the spatial domain in the proximity of the boundary conditions for one-dimensional gas dynamic calculation

J.R. Serrano; Arnau Martínez, Francisco José; Piqueras, P.; Reyes Belmonte, Miguel Ángel (Elsevier, 2011)

[EN] Solution of governing equations for one-dimensional compressible unsteady flow has been performed traditionally using a homogenously distributed spatial mesh. In the resulting node structure, the internal nodes are ...
Explicit finite-difference time-domain scheme for the simulation of 1-3 piezoelectric effect in axisymmetrical configurations

Ferri García, Marcelino; Camarena Femenia, Francisco; Redondo, Javier; Picó Vila, Rubén; Avis, Mark R. (Elsevier, 2012-09)

[EN] Numerical simulations are useful in the processes of design, development and optimization of transducers for non-destructive testing. In this work, a three-dimensional velocity-stress finite-difference model is presented ...
Finite difference methods for pricing American put option with rationality parameter: Numerical analysis and computing

Company Rossi, Rafael; Egorova, Vera; Jódar Sánchez, Lucas Antonio; Vázquez, Carlos (Elsevier, 2016-10)

[EN] In this paper finite difference methods for pricing American option with rationality parameter are proposed. The irrational exercise policy arising in American options is characterized in terms of a rationality ...
Implementation and evaluation of a diffusion equation model based on finite difference schemes for sound field prediction in rooms

Navarro Ruiz, Juan Miguel; Escolano Carrasco, José; López Monfort, José Javier (Elsevier, 2012-06)

In this paper, the use of finite difference schemes for the acoustic diffusion equation model is introduced. Their features and limitations are analysed to select the adequate scheme based on both the stability conditions ...
Lambda modes comparison for different approximations of the neutron transport equation: Diffusion, SN and SP3

Morató-Rafet, Sergio; Kochunas, B.; Miró Herrero, Rafael; Verdú Martín, Gumersindo Jesús; Larsen, E. W.; Downar, T. (Elsevier, 2021-05)

[EN] The methods presented in this paper solve the Simplified Spherical Harmonics approximation to the mul- tidimensional neutron transport equation. 1D, 2D and 3D systems were modeled with Cartesian geome- try using the ...