Search results for "numerical scheme"

A particle method for a Lotka-Volterra system with nonlinear cross and self-diffusion

2008

A mesh less approch based upon Radial basis function Hermite collocation method for predicting the cooling and the freezing times of foods

2005

This work presents a meshless numerical scheme for the solution of time dependent non linear heat transfer problems in terms of a radial basis function Hermite collocation approach. The proposed scheme is applied to foodstuff's samples during freezing process; evaluation of the time evolution of the temperature profile along the sample, as well as at the core, is carried out. The moving phase-change zone is identified in the domain and plotted at several timesteps. The robustness of the proposed scheme is tested by a comparison of the obtained numerical results with those found using a Finite Volume Method and with experimental results.

Random walk approximation of BSDEs with H{\"o}lder continuous terminal condition

2018

In this paper, we consider the random walk approximation of the solution of a Markovian BSDE whose terminal condition is a locally Hölder continuous function of the Brownian motion. We state the rate of the L2-convergence of the approximated solution to the true one. The proof relies in part on growth and smoothness properties of the solution u of the associated PDE. Here we improve existing results by showing some properties of the second derivative of u in space. peerReviewed