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   Articles with "schemes solving" as a keyword



The formulation and analysis of energy-preserving schemes for solving high-dimensional nonlinear Klein–Gordon equations

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recommendations! 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

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recommendations! 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

An Analysis of a Family of Difference Schemes for Solving Hyperbolic Partial Differential Equations

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recommendations! Published in 2025 at "Mathematics"

DOI: 10.3390/math13172840

Abstract: Partial differential equations are an integral part of modern scientific development. Hyperbolic partial differential equations are encountered in many fields and have many applications—both linear and nonlinear types, with some being semilinear and quasilinear. In… read more here.

Keywords: differential equations; solving hyperbolic; family; schemes solving ... See more keywords
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Higher-Order Iteration Schemes for Solving Nonlinear Systems of Equations

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recommendations! 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