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RISMoving mesh adaptation techniques
Moving mesh partial differential equations have been widely used in the last two decade for solving differential equations exhibiting large solution variations such as shock waves and boundary layers. In this paper, we ...
Numerics of Stochastic Parabolic Differential Equations with Stable Finite Difference Schemes
In the present article, we focus on the numerical approximation of stochastic partial differential equations of Itˆo type with space-time white noise process, in particular parabolic equations. For each case of additive ...
بررسی دوروش پیشرفته تعدیل شبکه جهت تقریب معادلات میدان حالت
در این مقاله دو روش قوی از دسته روشهای تعدیل شبکه جهت تقریب عددی مساله کلاسیک استفن مورد بررسی قرار میگیرد. مبنای کار در روش توزیع مجدد شبکه بر مبنای تفکیک سازی معادله حرکت شبکه و تقریب مساله PDE (مساله کلاسیک استفن) بصورت ...
Adaptive Mesh Redistribution with Upwinding Scheme
It is well known that moving mesh and upwinding schemes are two kinds of techniques for tracking the shock or wave front in the solution of PDEs. It is expected that their combination should produce more robust methods. ...
A study of blow up in reaction diffusion equations with adaptive mesh method
A new concept called the dominance of equidistribution is introduced of analyzing moving mesh partial differential equations for numericalsimulation of blow up in eaction diffusion. Theoretical and numerical results show ...
Adaptive method for approximation phase field equation
A moving mesh method is developed for the solution of phase change problems modelled by the phase field equation. numerical result is given for classical stefan problem and demonstrate the accuracy and effectiveness of the ...
روشهای رانگ-کوتای حافظه پایین برای معادلات دیفرانسیل تصادفی
توع خاصی از روش رانگ کوتا مورد بررسی قرار گرفته است
Method of lines for stochastic boundary value problems
In this article, we use method of lines for solving stochastic boundary value problems. This method is actually the development of the deterministic theory of method of lines applying to the time, space and randomness ...
A NEW CLASS OF STOCHASTIC RUNGE-KUTTA METHODS FOR WEAK APPROXIMATION OF ITˆO SDE
In the present paper,a new class of stochastic Runge-Kutta(SRK) methods for the weak approximation of the solution of Itˆo SDE systems is introduced.
Order1 and order2 conditions for coefficients of explicit SRK ...
A NUMERICAL SCHEME OF HIGHER ORDER FOR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
We consider the numerical approximation of stochastic partial differential equation driven by additive space-time white noise. we introduce a new numerical scheme for the time discretization
of the finite-dimensional ...