It is shown that finite differences are effective when the method of dependent realizations is exploited in the Monte Carlo simulations. Evaluation of other Greeks is also considered. Results of ...

This paper develops two local mesh-free methods for designing stencil weights and spatial discretization, respectively, for parabolic partial differential equations (PDEs) of ...

Analysis. In this study, we used 3-dimensional heat-conduction analysis to analyze the refractive index distribution in the laser-induced LC lens caused by the photothermal effect. The result of three ...

This is a preview. Log in through your library . Abstract A theory of a posteriori estimates for the finite-element method was developed earlier by the authors. Based on this theory, for a two-point ...

Techniques for analyzing periodic finite difference methods including von Neumann, energy and CFL / domain of dependence techniques. Finite difference methods for parabolic problems in one space ...

G. X. Wu, Z. Z. Hu, Simulation of Nonlinear Interactions between Waves and Floating Bodies Through a Finite-Element-Based Numerical Tank, Proceedings: Mathematical ...