An adaptation of the Gear scheme for fractional derivatives

For this model and the other one with an infinite relative permeability of yokes (model 1) [10], harmonic selection methods have been proposed and compared in order to reduce

We propose in this paper a finite volume scheme for a problem capturing the essential difficulties of a simple radiative transfer model (the so-called P 1 model), which enjoys

Key words : Stable process, local time, fractional derivative, Hilbert transform, limit theorem, occupation time,

Approximation scheme for solutions of backward stochastic differential equations via the representation theorem.. Volume 13, n o 1

Keywords : stochastic differential equation, Euler scheme, rate of convergence, Malliavin calculus.. AMS classification: 65C20 60H07 60H10 65G99

We propose a completely different explicit scheme based on a stochastic step sequence and we obtain the almost sure convergence of its weighted empirical measures to the

For BDFk methods (1 ≤ k ≤ 5) applied to the gradient flow of a convex function, gradient stability holds without any restriction on the time step.. However, for a semiconvex function,

An implicit solver, based on a transport equation of void fraction coupled with the Navier-Stokes equations is proposed.. Specific treatment of cavitation source