In this paper multigrid technique is adapted for solving standing one-dimensional wave equation with radiation boundary conditions. Solver, consisting of wave cycle and ray cycle, uses Gauss-Seidel and Kaczmarz relaxation sweeps and is aimed to work efficiently for all error components.

This note explores the analogy between the dynamics of the interest rate term structure and the implied volatility surface of a stock. In particular, we prove an impossibility theorem conjectured by Steve Ross. Implied volatility and smile asymptotics and long rates JEL Classification: G13 Mathematics Subject Classification (2000): 60G44, 91B70

for 12386 A Comparison Theorem of the Improving Gauss-Seidel method for H-matrix and its Comparison Matrix Authors: liying Sun, xingye xu Affiliations: Math Dept.of Guangdong Education Institute, Math Dept. of Guangdong Education Institute

The Fourier pseudospectral time-domain method is an efficient wave-based method to model sound propagation in inhomogeneous media. One of the limitations of the method for atmospheric sound propagation purposes is its restriction to a Cartesian grid, confining it to staircase-like geometries. A transform from the physical coordinate system to the curvilinear coordinate system has been applied t...

The view of considering global Pseudospectral methods ~Sinc and Fourier! as the infinite order limit of local finite difference methods, and vice versa, finite difference as a certain sum acceleration of the pseudospectral methods is exploited to investigate high order finite difference algorithms for solving the Schrödinger equation in molecular dynamics. A Morse type potential for iodine mole...

IMPACT ASSESSMENTS OF MILITARY TRAINING RANGES IN CANADA Martin Ross, Richard Martel, Geneviève Parent, and Alex Smirnoff Department of Earth and Environmental Sciences, University of Waterloo, 200 University Avenue West, Waterloo, ON, Canada N2L 3G1; Institut National de la Recherche Scientifique (INRS-ETE), 490 de la Couronne, Québec, QC, Canada G1K 9A9; Geological Survey of Canada, 490 de la...

We prove the nonlinear stability and convergence of a fully discrete, pseudospectral scheme for the "good" Boussinesq equation un = -uxxxx + uxx + ("2)xx ■ Numerical comparisons with finite difference schemes are also reported.

A block pseudospectral (BPS) method is proposed as a new way to couple pseudospectral discretizations across interfaces in computations for a linear hyperbolic system. The coupling is achieved via discretized derivative-matching conditions obtained from the system. Compared to the standard technique of imposing compatibility conditions based on characteristics of the system, the BPS method offe...

the purpose of this study is to implement a new modification of the variational iteration method (h-s-vim), which is a combination of spectral method and variational iteration method for heat transfer problems with high nonlinearity order. the merit of this method is that it does not require the solution of any linear or nonlinear system of equations unlike spectral method. furthermore the prop...