The formulation and analysis of energy-preserving schemes for solving high-dimensional nonlinear Klein–Gordon equations
Sign Up to like & getrecommendations! Published in 2018 at "IMA Journal of Numerical Analysis"
DOI: 10.1093/imanum/dry047
Abstract: In this paper we focus on the analysis of energy-preserving schemes for solving high-dimensional nonlinear Klein–Gordon equations. A novel energy-preserving scheme is developed based on the discrete gradient method and the Duhamel principle. The local… read more here.
Keywords: schemes solving; energy; preserving schemes; energy preserving ... 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
Higher-Order Iteration Schemes for Solving Nonlinear Systems of Equations
Sign Up to like & getrecommendations! Published in 2019 at "Mathematics"
DOI: 10.3390/math7100937
Abstract: We present a three-step family of iterative methods to solve systems of nonlinear equations. This family is a generalization of the well-known fourth-order King’s family to the multidimensional case. The convergence analysis of the methods… read more here.
Keywords: order; schemes solving; higher order; order iteration ... See more keywords