نتایج جستجو برای: numerical fractional pde

تعداد نتایج: 394204  

Journal: :international journal of civil engineering 0
a. rahmani firoozjaee m.h. afshar

a meshless method namely, discrete least square method (dlsm), is presented in the paper for the solution of free surface seepage problem. in this method computational domain is discredited by some nodes and then the set of simultaneous equations are built using moving least square (mls) shape functions and least square technique. the proposed method does not need any background mesh therefore ...

Maryam Ghorbani, Mohammad Reza Khorsand Mohsen Masihi,

The performance of water flooding can be investigated by using either detail numerical modeling or simulation, or simply through the analytical Buckley-Leverett (BL) model. The Buckley-Leverett analytical technique can be applied to one-dimensional homogeneous systems. In this paper, the impact of heterogeneity on water flooding performance and fractional flow curve is investigated. First, a ba...

Journal: :SIAM J. Scientific Computing 2018
Nat Chun-Ho Leung Christina C. Christara Duy-Minh Dang

In this paper, we study a partial differential equation (PDE) framework for option pricing where the underlying factors exhibit stochastic correlation, with an emphasis on computation. We derive a multi-dimensional time-dependent PDE for the corresponding pricing problem, and present a numerical PDE solution. We prove a stability result, and study numerical issues regarding the boundary conditi...

2013
Assyr Abdulle

Numerical homogenization methods Synonyms multiscale methods for homogenization problems, upscaling methods, representative volume element methods Definition Numerical homogenization methods are techniques for finding numerical solutions of partial differential equations (PDEs) with rapidly oscillating coefficients (multiple scales). In mathematical analysis, homogenization can be defined as a ...

Journal: :علوم 0
یداله اردوخانی yadollah ordokhani alzahra universityدانشگاه الزهرا ندا رحیمی neda rahimi alzahra universityدانشگاه الزهرا

in this paper rationalized haar (rh) functions method is applied to approximate the numerical solution of the fractional volterra integro-differential equations (fvides). the fractional derivatives are described in caputo sense. the properties of rh functions are presented, and the operational matrix of the fractional integration together with the product operational matrix are used to reduce t...

In this paper, we derive a novel numerical method to find out the numerical solution of fractional partial differential equations (PDEs) involving Caputo-Fabrizio (C-F) fractional derivatives. We first find out the approximation formula of C-F derivative of function tk. We approximate the C-F derivative in time with the help of the Legendre spectral method and approximation formula o...

Journal: :international journal of mathematical modelling and computations 0
y. ordokhani department of applied mathematics, faculty of mathematical sciences, alzahra university, tehran, iran. n. rahimi department of applied mathematics, faculty of mathematical sciences, alzahra university, tehran, iran.

abstract. in this paper, we implement numerical solution of differential equations of frac- tional order based on hybrid functions consisting of block-pulse function and rationalized haar functions. for this purpose, the properties of hybrid of rationalized haar functions are presented. in addition, the operational matrix of the fractional integration is obtained and is utilized to convert compu...

‎In this article‎, we use a finite difference technique‎ ‎to solve variable-order fractional integro-differential equations‎ ‎(VOFIDEs‎, ‎for short)‎. ‎In these equations‎, ‎the variable-order fractional integration(VOFI) and‎ ‎variable-order fractional derivative (VOFD) are described in the‎ ‎Riemann-Liouville's and Caputo's sense,respectively‎. ‎Numerical experiments‎, ‎consisting of two exam...

A. Alvandi M. Paripour,

‎This paper presents the numerical solution for a class of fractional differential equations. The fractional derivatives are described in the Caputo cite{1} sense. We developed a reproducing kernel method (RKM) to solve fractional differential equations in reproducing kernel Hilbert space. This method cannot be used directly to solve these equations, so an equivalent transformation is made by u...

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