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Showing 1 to 20 of 185 for “"Finite Difference Method"”.
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Finite difference method for electromagnetic scattering problems
Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 1990.
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Stresses in Composite Axisymmetric Shells by the Finite-Difference Method
Made available in DSpace on 2014-12-10T17:25:44Z (GMT). No. of bitstreams: 1 6901320.pdf: 2670616 bytes, checksum: 094a763be30169a6e63c39569d638689 (MD5) Previous issue date: 1968
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Novel fitted schemes based on mimetic finite difference method for options pricing
Numerical methods have been increasingly important for finding approximate solutions of partial differential equations (PDEs) describing financial models since only a few of them have analytical solutions. Indeed, in the pricing of derivative securities such as European options, the underlying PDE, …
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Solutions to three laminar viscous flow problems by an implicit finite-difference method
… (2) laminar incompressible viscous flow past a finite flat plate (second-order solutions), and (3) laminar viscous past a sphere at a high Mach number. These problems are solved by using an implicit finite-difference method. The first problem (flow past a sphere and a cylinder) involves the …
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A fast characteristic finite difference method for fractional advection-diffusion equations with non-linear reaction.
… observed in field experiments. The implicit finite difference scheme with the shifted Grunwald approximation discritizing the fractional advection-diffusion equation unconditionally stable. We add an additional non-linear, Lipschitz continuous term to account for reactions and we solve the …
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Stable and high order accurate finite difference method for the incompressible laminar boundary layer equations
… boundary conditions are derived using the energy method. It is shown that both the weak and strong implementation of these boundary conditions yields an energy estimate. The semidiscrete problem is formulated by discretizing the continuous spatial derivatives using high order finite difference …
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Application of the finite difference method in the study of wave propagation in a borehole
Thesis (M.S.)--Massachusetts Institute of Technology, Dept. of Earth, Atmospheric and Planetary Sciences, 1984.
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A Multigrid Acceleration for an ADI Finite Difference Method for Two-Dimensional Space Fractional Diffusion Equations
… fractional differential operators, the numerical methods for fractional diffusion equations often generate dense or even full coefficient matrices, which results in computational work of O(N^3) per time step and memory of O(N^2) where N is the number of grid points. While a lot of methods are …
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Pricing stochastic volatility models using random grids
Assets can be priced using a variety of numerical methods. In some instances, a particular numerical method may be more appropriate than others. If one method is used to calibrate the model to market conditions, but another method is used to price the asset, the results obtained may be …
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Analysis and implementation of a positivity preserving numerical method for an HIV model
… of a positivity preserving numerical method for a vaccination model for the transmission dynamics of two HIVsubtypesnin a given community. The continuous model is analyzed for stability and equilibria. The qualitative information thus obtained is used while designing numerical …
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Fast Solution Methods For Fractional Diffusion Equations and Their Applications
… fractional differential operators, the numerical methods have full coefficient matrices which require storage of O(N^2) and computational cost of O(N^3), where N is the number of grid points. </p> <p> Together we develop a fast finite difference method for the one-dimensional space fractional …
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Flexão térmica das placas
… field T = T (x,y,z) is analysed by the ordinary finite difference method. The analysis is restricted to the small deflections theory and interactions between the bending and the membrane forces effects are neglected. A study on the isotropic and orthotropic rectangular plates, rectangular plates …
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Numerical Modelling of Plasmonic Waveguides
… In this thesis, the conventional full vectorial finite difference method (FVFDM) and a nine node based full vectorial finite difference method for linear oblique and curved interfaces (FVFDM-LOCI) are used.<br/><br/>In this dissertation, new plasmonic structures for manipulating light at the …
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Algorithms and technologies for photonic crystal modelling
… crystals was carried out using numerical methods. Photonic crystals are expensive and difficult to fabricate so there is a requirement for computer simulations that can quickly and accurately model how the crystal structure will affect the behaviour of light. A finite difference method was …
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Finite element solution of the S-limit Schrodinger equation of helium
… partial differential equation. Almost every method of solution is based on the expansion of the unknown solution in terms of a set of known global functions. Only a few calculations, using strictly numerical techniques based on the finite difference method, have been reported. Shorter cycle …
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Propagação de ondas de maré em canais comunicando-se com um reservatório
… of these equations is treated with explicite finite-difference method; 3- The equations of long waves are solved with implicit finite-difference method. The velocity and the height for the channel of Laguna's for are calculated according each one of these theories. The results were checked …
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Estudo teórico da transferência de calor por convecção natural e radiação térmica em canais verticais e inclinados
… of the walls are resolved by use of implicit finite difference method. It is obtained temperature, velocity, pressure and the channel length and is discussed the resul ts concerning the physical development of the fluid flow.
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Computational option pricing under jump diffusion and Lévy processes
… work. In this thesis the development of a robust finite difference method for the option pricing under jump-diffusion and Lévy processes is presented and its effectiveness is demonstrated on a range of pricing models.
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Transient photoconduction in amorphous materials
… density of states distributions. Two simulation methods are used, the Monte Carlo technique and the finite difference method. While the Monte Carlo method makes few basic assumptions, the transients produced are noisy and the computer execution times are long. The newly developed finite …
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