Numerical Solution of hyperbolic conservation laws is important in computational fluid dynamics. In this paper, we present a new numerical method to solve the hyperbolic conservation laws, which is constructed by using the derivative of the cubic B-spline quasi-interpolation to approximate the spatial derivative of the dependent variable and first order forward difference to approximate the tim...

We provide su cient conditions for the Bernstein-B ezier (BB) form of an implicitly de ned bivariate polynomial over a triangle, such that the zero contour of the polynomial de nes a smooth and single sheeted real algebraic curve segment. We call a piecewise G-continuous chain of such real algebraic curve segments in BB-form as an A-spline (short for algebraic spline). We prove that the degree ...

In this paper, using the hyperbolic uniform spline of order 4 we develop the classes of methods for the numerical solution of second order boundary value problems (2VBP) with Dirichlet, Neumann and Cauchy types boundary conditions. The second derivativeis approximated by the three-point central difference scheme. The approximate results, obtained by the proposed method, confirm theconvergence o...

In this paper, the linear semiorthogonal compactly supported B-spline wavelets together with their dual wavelets have been applied to approximate the solutions of Fredholm integral equations of the second kind. Properties of these wavelets are first presented; these properties are then utilized to reduce the computation of integral equations to some algebraic equations. The method is computatio...

An effective technique upon linear B-spline wavelets has been developed for solving weakly singular Fredholm integral equations. Properties of these wavelets and some operational matrices are first presented. These properties are then used to reduce the computation of integral equations to some algebraic equations. The method is computationally attractive, and applications are demonstrated thro...

Nowadays, options are common financial derivatives. For this reason, by increase of applications for these financial derivatives, the problem of options pricing is one of the most important economic issues. With the development of stochastic models, the need for randomly computational methods caused the generation of a new field called financial engineering. In the financial engineering the pre...

Given A spline curves and A patch surfaces that are implicitly de ned on triangles and tetrahedra we determine their NURBS representations We provide a trimmed NURBS form for A spline curves and a parametric tensor product NURBS form for A patch surfaces We concentrate on cubic A patches providing a C continuous surface that interpolates a given triangulation together with surface normals at th...