A higher-order Godunov method for the radiation subsystem of radiation hydro-dynamics is presented. A key ingredient of the method is the direct coupling of stiff source term effects to the hyperbolic structure of the system of conservation laws; it is composed of a predictor step that is based on Duhamel's principle and a corrector step that is based on Picard iteration. The method is second-o...

Recently, Samet et al [24] introduced the concept of α-ψ contractive mappings and studied the existence of fixed points for such mappings. In this article, we prove three fixed point theorems for this class of operators in complete metric spaces. Our results extend the results in [24] and well known fixed point theorems due to Banach, Kannan, Chatterjea, Zamfirescu, Berinde, Suzuki, Ćirić, Niet...

In this paper, we develop a robust numerical method in pricing options, when the underlying asset follows a jump diffusion model. We demonstrate that, with the quadratic spline collocation method, the integral approximation in the pricing PIDE is intuitively simple, and comes down to the evaluation of the probabilistic moments of the jump density. When combined with a Picard iteration scheme, t...

We study the steady-state Navier-Stokes equations in the context of stochastic finite element discretizations. Specifically, we assume that the viscosity is a random field given in the form of a generalized polynomial chaos expansion. For the resulting stochastic problem, we formulate the model and linearization schemes using Picard and Newton iterations in the framework of the stochastic Galer...

This paper deals with computational algorithms for obtaining the optimal stationary policy and the minimum cost of a discounted semi-Markov decision process. Van Nunen [23) has proposed a modified policy iteration algorithm with a suboptimality test of MacQueen type, where the modified policy iteration algorithm is policy iteration method with the policy evaluation routine by a finite number of...

Modeling unsaturated flow using numerical techniques such as the finite element method can be especially difficult because of the highly nonlinear nature of the governing equations. This problem is even more challenging when a steady-state solution is needed. This paper describes the implementation of a pseudo-transient technique to drive the solution to steady-state and gives results for a rea...

Numerical approximations to the Fourier transformed solution of partial differential equations are obtained via Monte Carlo simulation of certain random multiplicative cascades. Two particular equations are considered: linear diffusion equation and viscous Burgers equation. The algorithms proposed exploit the structure of the branching random walks in which the multiplicative cascades are defin...

We study the steady-state Navier-Stokes equations in the context of stochastic finite element discretizations. Specifically, we assume that the viscosity is a random field given in the form of a generalized polynomial chaos expansion. For the resulting stochastic problem, we formulate the model and linearization schemes using Picard and Newton iterations in the framework of the stochastic Galer...

In this paper, we establish a fixed point theorem for multi-valued operators in a complete b−metric space using the concept of Berinde and Berinde [9] on multi-valued weak contractions for the Picard iteration in a metric space. Our main result generalizes, extends and improves some of the recent results of Berinde and Berinde [9] as well as those of Daffer and Kaneko [17] and also unifies seve...

The variational iteration method(VIM) was extended to find approximate solutions of fractional chemical engineering equations. The Lagrange multipliers of the VIM were not identified explicitly. In this paper we improve the VIM by using concept of fixed point iteration method. Then this method was implemented for solving system of the time fractional chemical engineering equations. The ob...