Euler method

Results: 88



#Item
61Functions and mappings / Numerical integration / Numerical analysis / Trapezoidal rule / Stiff equation / Derivative / Integral / Taylor series / Euler method / Mathematical analysis / Mathematics / Calculus

C:/Users/Aaron Peterson/Documents/My Dropbox/Briefcase/V9/1Issue/CMSV9-1-15/CMSV9-12-David.dvi

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Source URL: www.math.wisc.edu

Language: English - Date: 2010-10-19 15:17:51
62Financial economics / Mathematical sciences / Options / Stochastic differential equations / Differential equations / Ornstein–Uhlenbeck process / Stochastic volatility / Volatility / Euler–Maruyama method / Statistics / Mathematical finance / Stochastic processes

Fast strong approximation Monte-Carlo schemes for stochastic volatility models Christian Kahl∗ First version: This version:

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Source URL: www.awdz65.dsl.pipex.com

Language: English - Date: 2006-07-24 11:58:41
63Computational science / Geometry / Variational integrator / Variational principle / Leonhard Euler / Euler method / Energy principles in structural mechanics / Computational electromagnetics / Numerical analysis / Mathematics / Science

Discrete Geometric Mechanics and Variational Integrators Ari Stern, Caltech Introduction ■ The lesson thus far today:

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Source URL: ddg.cs.columbia.edu

Language: English - Date: 2006-08-17 14:41:41
64Financial economics / Mathematical sciences / Options / Stochastic differential equations / Differential equations / Ornstein–Uhlenbeck process / Stochastic volatility / Volatility / Euler–Maruyama method / Statistics / Mathematical finance / Stochastic processes

Fast strong approximation Monte-Carlo schemes for stochastic volatility models Christian Kahl∗ First version: This version:

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Source URL: www.pjaeckel.webspace.virginmedia.com

Language: English - Date: 2011-07-26 17:11:58
65Aerodynamics / Navier–Stokes equations / Euler equations / Surfaces / Differential equations / Operator theory / Method of characteristics / Heat equation / Calculus / Mathematical analysis / Partial differential equations

Vorticity equation for a three-dimensional

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Source URL: continuum-paradoxes.narod.ru

Language: English - Date: 2013-04-03 13:17:14
66Applied mathematics / Residual / Differential equation / Discretization / Condition number / Euler method / Truncation error / Numerical analysis / Mathematics / Mathematical analysis

Error Estimation for Numerical Di erential Equations Donald J. Estep1 , Sjoerd M. Verduyn Lunel2, and Roy D. Williams3 Given a capable human being and a computer, it is possible to make an approximation to the solution o

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Source URL: www.ligo.caltech.edu

Language: English - Date: 2002-09-04 11:24:40
67Partial differential equations / Mathematical notation / Differential equation / Navier–Stokes equations / Euler equations / Sheaf / Symbol / Del / Method of characteristics / Calculus / Mathematical analysis / Mathematics

Vorticity equation for a three-dimensional

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Source URL: continuum-paradoxes.narod.ru

Language: English - Date: 2013-04-03 13:17:22
68Vector calculus / Partial differential equations / Differential equation / Wave equation / Euler equations / Navier–Stokes equations / Divergence / Vector field / Method of characteristics / Calculus / Mathematical analysis / Mathematics

Vector PDE Paradoxes Alexandr Kozachok Kiev, Ukraine [removed] http://continuum-paradoxes.narod.ru/ In this paper the additional equalities (differential equations) are proposed for the vector PDE.

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Source URL: continuum-paradoxes.narod.ru

Language: English - Date: 2013-04-03 13:17:14
69Dynamics / Shock capturing methods / Riemann solver / Finite volume method / Randall J. LeVeque / Euler equations / Hyperbolic partial differential equation / High-resolution scheme / Riemann problem / Computational fluid dynamics / Fluid dynamics / Fluid mechanics

543 M6660 雙曲線型守恆律 In this course, we consider the theoretical and computational aspects of hyperbolic conservation laws which originate from the conservation laws of mass, momentum and energy of various fie

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Source URL: www.iam.ntu.edu.tw

Language: English - Date: 2005-03-01 03:12:50
70Leapfrog integration / Applied mathematics / Numerical analysis / Integrator / Euler method / Numerical integration / Numerical methods for ordinary differential equations / Trajectory / Runge–Kutta methods / Mathematics / Mathematical analysis

The Art of Computational Science The Kali Code vol. 2

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Source URL: www.artcompsci.org

Language: English - Date: 2007-09-13 18:53:45
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