Found 395 Documents (Results 1–100)
Efficient finite element method for 2D singularly perturbed parabolic convection diffusion problems with discontinuous source term. (English) Zbl 07910931
CN ADI fast algorithm on non-uniform meshes for the three-dimensional nonlocal evolution equation with multi-memory kernels in viscoelastic dynamics. (English) Zbl 07894914
A second-order difference scheme for two-dimensional two-sided space distributed-order fractional diffusion equations with variable coefficients. (English) Zbl 1541.65074
Physics-based preconditioning of Jacobian-free Newton-Krylov solver for Navier-Stokes equations using nodal integral method. (English) Zbl 07882689
Numerical solutions of Schrödinger-Boussinesq system by orthogonal spline collocation method. (English) Zbl 1541.65122
A linearized fourth-order compact ADI method for phytoplankton-zooplankton model arising in marine ecosystem. (English) Zbl 07830977
An ADI Crank-Nicolson orthogonal spline collocation method for 2D parabolic problems with an interface. (English) Zbl 07824648
Pricing European options under stochastic looping contagion risk model. (English) Zbl 1532.35453
Reviewer: Rodica Luca (Iaşi)
A fourth-order accurate numerical method for the distributed-order Riesz space fractional diffusion equation. (English) Zbl 07776962
A fast ADI based matrix splitting preconditioning method for the high dimensional space fractional diffusion equations in conservative form. (English) Zbl 1538.65274
An efficient ADI difference scheme for the nonlocal evolution equation with multi-term weakly singular kernels in three dimensions. (English) Zbl 07727803
Exact solution of the Graetz-Brinkman problem extended to non-Newtonian nanofluids flow in elliptical microchannels. (English) Zbl 1518.76048
ADI+MDA orthogonal spline collocation for the pressure Poisson reformulation of the Navier-Stokes equation in two space variables. (English) Zbl 1540.76030
An efficient ADI difference scheme for the nonlocal evolution problem in three-dimensional space. (English) Zbl 1515.65338
An ADI orthogonal spline collocation method for a new two-dimensional distributed-order fractional integro-differential equation. (English) Zbl 1524.65402
Efficient ADI schemes and preconditioning for a class of high-dimensional spatial fractional diffusion equations with variable diffusion coefficients. (English) Zbl 1505.65284
High-order orthogonal spline collocation method with graded meshes for two-dimensional fractional evolution integro-differential equation. (English) Zbl 1513.65416
A general alternating-direction implicit framework with Gaussian process regression parameter prediction for large sparse linear systems. (English) Zbl 1492.65105
High dimensional Riesz space distributed-order advection-dispersion equations with ADI scheme in compression format. (English) Zbl 07510644
Numerical methods for semilinear fractional diffusion equations with time delay. (English) Zbl 1499.65446
A multi-GPU method for ADI-based fractional-step integration of incompressible Navier-Stokes equations. (English) Zbl 07695375
Convergence analysis of ADI orthogonal spline collocation without perturbation terms. (English) Zbl 1499.65554
Fourth-order alternating direction implicit difference scheme to simulate the space-time Riesz tempered fractional diffusion equation. (English) Zbl 1480.65200
A novel ADI Galerkin spectral element method for the solution of two-dimensional time fractional subdiffusion equation. (English) Zbl 1480.65290
A comparative study of nonlinear convection in a confined fluid overlying a porous layer. (English) Zbl 1519.76317
Paikray, Susanta Kumar (ed.) et al., New trends in applied analysis and computational mathematics. Proceedings of the international conference on advances in mathematics and computing, ICAMC 2020, Odisha, India, February 7–8, 2020. Singapore: Springer. Adv. Intell. Syst. Comput. 1356, 17-31 (2021).
Approximate factorization method using alternating cell direction implicit method: comparison of convergence characteristics using basic model equations. (English) Zbl 1488.76112
HOC-ADI schemes for two-dimensional Ginzburg-Landau equation in superconductivity. (English) Zbl 1540.78027
Highly efficient parallel algorithms for solving the Bates PIDE for pricing options on a GPU. (English) Zbl 1510.91184
Numerical solution of two and three dimensional time fractional damped nonlinear Klein-Gordon equation using ADI spectral element method. (English) Zbl 1510.65266
Fast direct solver for CN-ADI-FV scheme to two-dimensional Riesz space-fractional diffusion equations. (English) Zbl 1508.65114
A fast ADI orthogonal spline collocation method with graded meshes for the two-dimensional fractional integro-differential equation. (English) Zbl 1496.65184
Power boundedness in the maximum norm of stability matrices for ADI methods. (English) Zbl 1495.65133
A novel high order compact ADI scheme for two dimensional fractional integro-differential equations. (English) Zbl 1476.65194
High-order numerical method for two-dimensional Riesz space fractional advection-dispersion equation. (English) Zbl 1476.65163
Adaptive pseudo-time methods for the Poisson-Boltzmann equation with Eulerian solvent excluded surface. (English) Zbl 1469.92049
A novel alternating-direction implicit spectral Galerkin method for a multi-term time-space fractional diffusion equation in three dimensions. (English) Zbl 1471.65166
Robust alternating direction implicit solver in quantized tensor formats for a three-dimensional elliptic PDE. (English) Zbl 1465.65122
Reviewer: Abdallah Bradji (Annaba)
A new compact alternating direction implicit method for solving two dimensional time fractional diffusion equation with Caputo-Fabrizio derivative. (English) Zbl 1499.65296
Application of the parallel diagonal dominant algorithm for the incompressible Navier-Stokes equations. (English) Zbl 07508412
A mass-conservative higher-order ADI method for solving unsteady convection-diffusion equations. (English) Zbl 1486.65134
A finite volume-alternating direction implicit method for the valuation of American options under the Heston model. (English) Zbl 1480.91311
A high-order compact alternating direction implicit method for solving the 3D time-fractional diffusion equation with the Caputo-Fabrizio operator. (English) Zbl 1473.65089
Structured Shamanskii methods for Chandrasekhar equation arising from radiation. (English) Zbl 1515.65058
A 2nd-order ADI finite difference method for a 2D fractional Black-Scholes equation governing European two asset option pricing. (English) Zbl 1510.91180
Inexact methods for the low rank solution to large scale Lyapunov equations. (English) Zbl 1455.65050
Alternating direction ghost-fluid methods for solving the heat equation with interfaces. (English) Zbl 1447.65027
High-order ADI orthogonal spline collocation method for a new 2D fractional integro-differential problem. (English) Zbl 1446.65131
Efficient numerical methods for the nonlinear two-sided space-fractional diffusion equation with variable coefficients. (English) Zbl 1446.65082
Spectral methods for two-dimensional space and time fractional Bloch-Torrey equations. (English) Zbl 1447.78018
Pseudo-transient ghost fluid methods for the Poisson-Boltzmann equation with a two-component regularization. (English) Zbl 1460.92087
A numerical comparison of different solvers for large-scale, continuous-time algebraic Riccati equations and LQR problems. (English) Zbl 1437.65021
Convergence in \(\ell_2\) and \(\ell_\infty\) norm of one-stage AMF-W-methods for parabolic problems. (English) Zbl 1436.65129
Extrapolated ADI Crank-Nicolson orthogonal spline collocation for coupled Burgers’ equations. (English) Zbl 1433.65185
A CCD-ADI method for two-dimensional linear and nonlinear hyperbolic telegraph equations with variable coefficients. (English) Zbl 1499.65377
Alternating direction implicit finite element method for multi-dimensional Black-Scholes models. (English) Zbl 1488.65435
BDF ADI orthogonal spline collocation scheme for the fractional integro-differential equation with two weakly singular kernels. (English) Zbl 1443.65250
MSC:
65M70
Alternating direction implicit-spectral element method (ADI-SEM) for solving multi-dimensional generalized modified anomalous sub-diffusion equation. (English) Zbl 1442.65288
Numerical simulation of two-dimensional tempered fractional diffusion equation. (Chinese. English summary) Zbl 1449.65174
Calibration of local volatility model with stochastic interest rates by efficient numerical PDE methods. (English) Zbl 1432.91137
High-order compact alternating direction implicit scheme for complex Ginzburg-Landau equations in two dimensions. (Chinese. English summary) Zbl 1449.65216
A novel compact ADI scheme for two-dimensional Riesz space fractional nonlinear reaction-diffusion equations. (English) Zbl 1429.65216
Stability preservation in Galerkin-type projection-based model order reduction. (English) Zbl 1422.65106
Two alternating direction implicit spectral methods for two-dimensional distributed-order differential equation. (English) Zbl 1420.65105
Numerical simulation of the coupled sine-Gordon equations via a linearized and decoupled compact ADI method. (English) Zbl 1419.65016
Reviewer: Mikhail Yu. Kokurin (Yoshkar-Ola)
An alternating direction implicit spectral method for solving two dimensional multi-term time fractional mixed diffusion and diffusion-wave equations. (English) Zbl 1407.65114
Numerical analysis of a leapfrog ADI-FDTD method for Maxwell’s equations in lossy media. (English) Zbl 1428.65008
A spatially second order alternating direction implicit (ADI) method for solving three dimensional parabolic interface problems. (English) Zbl 1409.65059
An inexact alternating direction method of multipliers for the solution of linear complementarity problems arising from free boundary problems. (English) Zbl 1402.90192
RADI: a low-rank ADI-type algorithm for large scale algebraic Riccati equations. (English) Zbl 1385.65035
Reviewer: Constantin Popa (Constanţa)
A matched Peaceman-Rachford ADI method for solving parabolic interface problems. (English) Zbl 1411.65112
An efficient Galerkin spectral method for two-dimensional fractional nonlinear reaction-diffusion-wave equation. (English) Zbl 1402.65124
Reviewer: Abdallah Bradji (Annaba)
Memory-optimized shift operator alternating direction implicit finite difference time domain method for plasma. (English) Zbl 1380.78016
Improved ADI scheme for linear hyperbolic equations: extension to nonlinear cases and compact ADI schemes. (English) Zbl 1377.65113
Method of lines transpose: energy gradient flows using direct operator inversion for phase-field models. (English) Zbl 1407.65155
Reviewer: Abdallah Bradji (Annaba)
Two-level finite difference methods for simulating the high-dimensional lagging models of heat conduction. (English) Zbl 1382.65239
Reviewer: Vit Dolejsi (Praha)
An unconditionally stable linearized CCD-ADI method for generalized nonlinear Schrödinger equations with variable coefficients in two and three dimensions. (English) Zbl 1373.65056
Fast ADI method for high dimensional fractional diffusion equations in conservative form with preconditioned strategy. (English) Zbl 1368.65165
Alternating direction implicit orthogonal spline collocation on some non-rectangular regions with inconsistent partitions. (English) Zbl 1362.65111
Method of lines transpose: an efficient unconditionally stable solver for wave propagation. (English) Zbl 1361.65070
Methods for verified stabilizing solutions to continuous-time algebraic Riccati equations. (English) Zbl 1353.65034
Spectral methods for the time fractional diffusion-wave equation in a semi-infinite channel. (English) Zbl 1443.65239
A parameter free ADI-like method for the numerical solution of large scale Lyapunov equations. (English) Zbl 1372.65131
Glowinski, Roland (ed.) et al., Splitting methods in communication and imaging, science, and engineering. Cham: Springer (ISBN 978-3-319-41587-1/hbk; 978-3-319-41589-5/ebook). Scientific Computation, 409-425 (2016).
MSC:
65F30
65F10
The additive Peaceman-Rachford method. (English. Russian original) Zbl 1347.65061
J. Math. Sci., New York 216, No. 6, 753-760 (2016); translation from Zap. Nauchn. Semin. POMI 439, 47-58 (2015).
An unconditionally stable spatial sixth-order CCD-ADI method for the two-dimensional linear telegraph equation. (English) Zbl 1350.65088
Reviewer: Qin Meng Zhao (Beijing)
Monotone iterative ADI method for solving coupled systems of nonlinear parabolic equations. (English) Zbl 1346.65039
An inexact low-rank Newton-ADI method for large-scale algebraic Riccati equations. (English) Zbl 1346.65017
Convergence analyses of Crank-Nicolson orthogonal spline collocation methods for linear parabolic problems in two space variables. (English) Zbl 1347.65147
Method of lines transpose: high order L-stable \(\mathcal O(N)\) schemes for parabolic equations using successive convolution. (English) Zbl 1339.65199
Numerical simulation of a class of fractional subdiffusion equations via the alternating direction implicit method. (English) Zbl 1339.65143
MSC:
65M06
Numerical analysis with algorithms and programming. (English) Zbl 1359.65002
Boca Raton, FL: CRC Press (ISBN 978-1-4987-4174-3/hbk; 978-1-4987-4182-8/ebook). xix, 685 p. (2016).
Reviewer: Hang Lau (Montréal)
MSC:
65-01
68N15
65Y15
65H05
65H10
65D05
65D07
65D25
65D32
65B15
65F05
65F10
65L06
65L10
65L12
65L60
65F15
65D10
65M06
35K20
35L20
65N06
35J05
65N30
The ADI iteration for Lyapunov equations implicitly performs \(\mathcal{H}_2\) pseudo-optimal model order reduction. (English) Zbl 1332.93142
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