In this paper we discuss the problem of an adaptive parameter choice in onesided finite difference schemes for the numerical differentiation in case when noisy values of the function to be differentiated are available only at the given points. This problem is motivated by diabetes therapy management, where it is important to provide estimations of the future blood glucose trend from current and...

The problem of steady Magnetohydrodynamic boundary layer flow of an electrically conducting nanofluid due to an exponentially permeable stretching sheet with heat source/sink in presence of thermal radiation is numerically investigated. The effect of transverse Brownian motion and thermophoresis on heat transfer and nano particle volume fraction considered. The governing partial differential eq...

A system of singularly perturbed ordinary differential equations of first order with given initial conditions is considered. The leading term of each equation is multiplied by a small positive parameter. These parameters are assumed to be distinct and they determine the different scales in the solution to this problem. A Shishkin piecewise–uniform mesh is constructed, which is used, in conjunct...

3 Acknowledgments 5 Dedication 7 Table of

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 and multiplicative noise, the numerical solution of stochastic diffusion equations is approximated using two stochastic finite difference schemes and the stability and consiste...

Our purpose in this study was to present an integral-transform approach to the analytical solutions of the Pennes' bioheat transfer equation and to apply it to the calculation of temperature distribution in tissues in hyperthermia with magnetic nanoparticles (magnetic hyperthermia). The validity of our method was investigated by comparison with the analytical solutions obtained by the Green's f...

We present a finite difference method for discretizing a Heaviside function H(u(~x)), where u is a level set function u : Rn 7→ R that is positive on a bounded region Ω ⊂ R. There are two variants of our algorithm, both of which are adapted from finite difference methods that we proposed for discretizing delta functions in [13–15]. We consider our approximate Heaviside functions as they are use...

The method of difference potentials was originally proposed by Ryaben’kii and can be interpreted as a generalized discrete version of the method of Calderon’s operators in the theory of partial differential equations. It has a number of important advantages; it easily handles curvilinear boundaries, variable coefficients, and non-standard boundary conditions while keeping the complexity at the ...

A procedure to locally change the order of accuracy of finite difference schemes is developed. The development is based on existing SummationBy-Parts operators and a weak interface treatment. The resulting scheme is proven to be accurate and stable. Numerical experiments verify the theoretical accuracy for smooth solutions. In addition, shock calculations are performed, using a scheme where the...

In this paper, we develop two classes of finite difference schemes for the reaction– subdiffusion equations by using a mixed spline function in space direction, forward and backward difference in time direction, respectively. It has been shown that some of the previous known difference schemes can be derived from our schemes if we suitably choose the spline parameters. By Fourier method, we pro...