Parameter uniform numerical methods for problems with layer phenomena application in mathematical finance

... the parameter- uniform or ε -uniform methods as methods generated numerical solutions that converge uniformly for all values of the parameter ε, instead of for a given single value of the singularly ... specifying layer- resolving coordinate transformation or constructing layer- resolving algorithms to get the uniform convergence and eliminate the singularities The difficult...

Ngày tải lên: 14/09/2015, 13:35

... sectors and cones 1.1 Overview of Viscous Flows in Sectors and Domains with Corners Fluid flows in sectors and cones have a wide range of applications including mechanical engineering, aerospace and ... The flow with a sink with initial regime (2.37) for Re = 100 and α = 90◦ 52 2.24 The flow with a sink with initial regime (2.37) for Re = 100 and α = 115◦...

Ngày tải lên: 11/09/2015, 09:05

... this thesis, we will mainly consider the numerical method for differential equations with the delta distribution and its distributional derivatives Such equations have very strong physical backgrounds ... why we will consider numerical methods for solving this kind of differential equations However, the exact solution in hand can be used as benchmark to evaluate num...

Ngày tải lên: 27/11/2015, 11:12

... 10 5 10 5 10 5 10 7 10 7 10 9 11 1 11 2 11 3 11 4 11 4 11 5 11 6 11 9 12 0 12 1 12 2 12 2 12 3 12 4 12 4 12 7 12 8 12 8 13 0 13 1 13 2 13 3 Runge–Kutta Methods 13 7 30 31 Preliminaries ... 16 2 16 3 16 5 16 6 17 0 17 0 17 1 17 5 18 1 18 7 19 0 19 2 19 5 19 8 19 8 19 8 2 01 202 208 210 211 213 213 214 215 219 222 230 230 230 232 238 240 243 24...

Ngày tải lên: 13/08/2014, 05:21

... (y2 + y3 + (y1 + µ − µy3 (y2 3 /2 1 )2 ) + (y1 + µ − 3 /2 1 )2 ) − 3 /2 1 )2 ) (1 − µ)(y1 + µ) (y2 − + y3 + (y1 + µ )2 ) + y3 , (1 − µ)y2 (y2 + y3 + (y1 + µ )2 ) (1 − µ)y3 (y2 3 /2 + (y1 + µ )2 ) 3 /2 3 /2 ... −3.0000000000 1 .25 00000000 −6.5000000000 1.6875000000 2. 6 625 00×10 0.8398437500 −3.800703×1 02 2.13450 622 56 −7 .26 0579×104 −0. 421 6106015 2. 635873×109 1.40063389 9...

Ngày tải lên: 13/08/2014, 05:21