نتایج جستجو برای: difference

تعداد نتایج: 419643  

2015
Maria Neagu

Abstract—This paper presents the heat and mass driven natural convection succession in a Darcy thermally stratified porous medium that embeds a vertical semi-infinite impermeable wall of constant heat flux and concentration. The scale analysis of the system determines the two possible maps of the heat and mass driven natural convection sequence along the wall as a function of the process parame...

Journal: :SIAM J. Numerical Analysis 2012
Adérito Araújo Sílvia Barbeiro Pedro Serranho

Abstract: Complex diffusion is a common and broadly used denoising procedure in image processing. The method is based on an explicit finite difference scheme applied to a diffusion equation with a proper complex diffusion parameter in order to preserve edges and the main features of the image, while eliminating noise. In this paper we present a rigorous proof for the stability condition of comp...

Journal: :Numerische Mathematik 2004
Cheng Wang Jian-Guo Liu Hans Johnston

Cheng Wang, Jian-Guo Liu, Hans Johnston 1 Department of Mathematics, University of Tennessee, Knoxville, TN 37996, USA; e-mail: [email protected] 2 Institute for Physical Science and Technology and Department of Mathematics, University of Maryland, College Park, MD 20742, USA; e-mail: [email protected] 3 Department of Mathematics, University of Michigan, Ann Arbor, MI 48109, USA; e-mail: hansjo...

Journal: :Int. J. Comput. Math. 2002
S. Valarmathi N. Ramanujam

A class of singularly perturbed two point boundary value problems (BVPs) for third order ordinary differential equations is considered. The BVP is reduced to a weakly coupled system of one first order Ordinary Differential Equation (ODE) with a suitable initial condition and one second order singularly perturbed ODE subject to boundary conditions. In order to solve this system, a computational ...

2017
Michael E. Potter Mahbod Salmasi Michal Okoniewski Marcel Nauta

A summary of the Lebedev finite-difference timedomain method, which is designed for modelling anisotropic problems in a simple and accurate manner, is provided. The basics of the method are presented, as well as augmentations to allow for coupling the Lebedev grid to standard Yee grid for more efficient use of memory; and implementation of conducting surfaces, and corners of 90◦ or 270◦.

Journal: :J. Computational Applied Mathematics 2016
F. Solano-Feo J. M. Guevara-Jordan Otilio Rojas Beatriz Otero Robert Rodriguez

A new mimetic finite difference scheme for solving the acoustic wave equation is presented. It combines a novel second order tensor mimetic discretizations in space and a leapfrog approximation in time to produce an explicit multidimensional scheme. Convergence analysis of the new scheme on a staggered grid shows that it can take larger time steps than standard finite difference schemes based o...

2004
Frank Wijnands Hugo J. W. M. Hoekstra

A method is described to construct modal fields for an arbitrary oneor two-dimensional refractive index structure. An arbitrary starting field is propagated along a complex axis using the slowly varying envelope approximation (SVEA). By choosing suitable values for the step-size, one mode is maximally increased in amplitude on propagating, until convergence has been obtained. For the calculatio...

2013
Valérie Hazan Michèle Pettinato

This study investigated the development of clear speech strategies in children. Groups of 20 talkers aged 9-10 and 1314 years were recorded in pairs while they carried out ‘spot the difference’ picture tasks, either while hearing each other normally (‘no barrier’) or when one talker heard the other via a noise vocoder (VOC), which led their interlocutor (‘talker A’) to clarify their speech to m...

2005
David Wang Hsuan Chuang

This paper presents a 3D model for pricing defaultable bonds with embedded call options. The pricing model incorporates three essential ingredients in the pricing of defaultable bonds: stochastic interest rate, stochastic default risk, and call provision. Both the stochastic interest rate and the stochastic default risk are modeled as a square-root diffusion process. The default risk process is...

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