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Listar por palabra clave "Finite difference scheme"

Mostrando ítems 1-6 de 6

Comparisons of Numerical and Solitary Wave Solutions for the Stochastic Reaction-Diffusion Biofilm Model including Quorum Sensing

Baber, Muhammad Zafarullah; Ahmed, Nauman; Yasin, Muhammad Waqas; Iqbal, Muhammad Sajid; Akgul, Ali; Cordero Barbero, Alicia; Torregrosa Sánchez, Juan Ramón (MDPI AG, 2024-05)

[EN] This study deals with a stochastic reaction-diffusion biofilm model under quorum sensing. Quorum sensing is a process of communication between cells that permits bacterial communication about cell density and alterations ...
Constructing positive reliable numerical solution for American call options: a new front-fixing approach

Company Rossi, Rafael; Egorova, Vera; Jódar Sánchez, Lucas Antonio (Elsevier, 2016-01)

[EN] A new front-fixing transformation is applied to the Black Scholes equation for the American call option pricing problem. The transformed non-linear problem involves homogeneous boundary conditions independent of the ...
Constructing reliable approximations of the probability density function to the random heat PDE via a finite difference scheme

Calatayud, J.; Cortés, J.-C.; Díaz, J.A.; Jornet, M. (Elsevier, 2020-05)

[EN] We study the random heat partial differential equation on a bounded domain assuming that the diffusion coefficient and the boundary conditions are random variables, and the initial condition is a stochastic process. ...
Density function of random differential equations via finite difference schemes: a theoretical analysis of a random diffusion-reaction Poisson-type problem

Calatayud, J.; Cortés, J.-C.; Díaz, J.A.; Jornet, M. (Taylor & Francis, 2020-05-18)

[EN] A computational approach to approximate the probability density function of random differential equations is based on transformation of random variables and finite difference schemes. The theoretical analysis of this ...
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 ...
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 ...