Unconditionally stable numerical method for a nonlinear partial integro-differential equation
نویسندگان
چکیده
منابع مشابه
Unconditionally stable numerical method for a nonlinear partial integro-differential equation
The paper presents an unconditionally stable numerical scheme to solve a nonlinear integro-differential equation which arises in mathematical modelling of the penetration of a magnetic field into a substance, if the temperature is kept constant throughout the material. Numerical scheme comprises of the Galerkin finite element method [18] for the spatial discretization followed by an implicit fi...
متن کاملUnconditionally Stable Difference Scheme for the Numerical Solution of Nonlinear Rosenau-KdV Equation
In this paper we investigate a nonlinear evolution model described by the Rosenau-KdV equation. We propose a three-level average implicit finite difference scheme for its numerical solutions and prove that this scheme is stable and convergent in the order of O(τ2 + h2). Furthermore we show the existence and uniqueness of numerical solutions. Comparing the numerical results with other methods in...
متن کاملA numerical method for solving nonlinear partial differential equations based on Sinc-Galerkin method
In this paper, we consider two dimensional nonlinear elliptic equations of the form $ -{rm div}(a(u,nabla u)) = f $. Then, in order to solve these equations on rectangular domains, we propose a numerical method based on Sinc-Galerkin method. Finally, the presented method is tested on some examples. Numerical results show the accuracy and reliability of the proposed method.
متن کاملNumerical Solution of a Nonlinear Integro-Differential Equation
An algorithm for the numerical solution of a nonlinear integro-differential equation arising in the single-species annihilation reaction A + A → ∅ modeling is discussed. Finite difference method together with the linear approximation of the unknown function is considered. For divergent integrals presented in the equation for dimension d = 2 a regularization is used. Some numerical results are p...
متن کاملA nonlinear partial integro-differential equation from mathematical finance
Consistently fitting vanilla option surfaces is an important issue when it comes to modeling in finance. As far as local and stochastic volatility models are concerned, this problem boils down to the resolution of a nonlinear integro-differential pde. The non-locality of this equation stems from the quotient of two integral terms and is not defined for all bounded continuous functions. In this ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Computers & Mathematics with Applications
سال: 2014
ISSN: 0898-1221
DOI: 10.1016/j.camwa.2013.10.010