Stability and convergence of multistep schemes for 1D and 2D fractional model with nonlinear source term
Sign Up to like & getrecommendations! Published in 2021 at "Applied Mathematical Modelling"
DOI: 10.1016/j.apm.2020.08.038
Abstract: Abstract Stable multistep schemes based on Caputo fractional derivative approximation are presented for solving 1D and 2D nonlinear fractional model arising from dielectric media. We approximate Caputo fractional derivatives in time with a multistep scheme… read more here.
Keywords: multistep schemes; multistep; fractional model; nonlinear source ... See more keywords
Multistep schemes for solving backward stochastic differential equations on GPU
Sign Up to like & getrecommendations! Published in 2022 at "Journal of Mathematics in Industry"
DOI: 10.1186/s13362-021-00118-3
Abstract: The Backward Stochastic Differential Equation (BSDE) is an important tool for pricing and hedging. Highly accurate pricing for low computation time becomes interesting for minimizing monetary loss. Therefore, we explore the opportunity of parallelizing high-order… read more here.
Keywords: backward stochastic; multistep; solving backward; schemes solving ... See more keywords