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Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：An inverse Lax-Wendroff procedure for finite difference schemes on the Cartesian grids
笛卡尔网格 有限差分格式 Lax-Wendroff逆过程
2023/11/13
In this talk, we introduce the so-called inverse Lax-Wendroff (ILW) boundary treatment for finite difference approximations on the Cartesian mesh. As the domain boundary may intersect with the grid in...
Coupling techniques for nonlinear hyperbolic equations. IV. Multi-component coupling and multidimensional well-balanced schemes
nonlinear hyperbolic equations Multi-component coupling multidimensional well-balanced schemes Analysis of PDEs
2012/6/14
This series of papers is devoted to the formulation and the approximation of coupling problems for nonlinear hyperbolic equations. The coupling across an interface in the physical space is formulated ...
A Kind of Accelerated AOS Difference Schemes For Dual Currency Option Pricing Model
Dual currency option pricing model accelerated AOS algorithm 'explicit-implicit' scheme 'implicit-explicit' scheme second order accuracy
2011/10/15
Black-Scholes equation of Dual currency option pricing is a typical multi-asset option pricing model, and it is important to research it's numerical value. This paper uses the accelerated additive ope...
High order weak approximation schemes for Lévy-driven SDEs
Levy-driven stochastic di erential equation Euler scheme
2011/2/28
We propose new jump-adapted weak approximation schemes for stochas-tic di erential equations driven by pure-jump Levy processes.
Implicit-explicit Runge-Kutta schemes and applications to hyperbolic systems with relaxation
Runge-Kutta methods hyperbolic systems with relaxation stiff systems
2010/12/6
We consider new implicit-explicit (IMEX) Runge-Kutta methods for hyperbolic systems of conservation laws with stiff relaxation terms. The explicit part is treated by a strong-stability-preserving (SSP...
This paper presents a class of high resolution local time step
schemes for nonlinear hyperbolic conservation laws and the closely
related convection--diffusion equations, by projecting the
solution...
期刊信息
篇名
Positive Entropic Schemes for a Nonlinear Fourth-order Parabolic Equation,
语种
英文
撰写或编译
撰写
作者
Carrillo J. A.,Juengel A.,and Tang S.,
第一作者单位
北京大学
刊物名称
Discrete and Continuous Dynamical Systems
...