Stochastic differential equations with jumps are of a wide application area especially in mathematical finance. In general, it is hard to obtain their analytical solutions and the construction of some numerical solutions with good performance is therefore an important task in practice. In this study, a compensated split-step θ method is proposed to numerically solve the stochastic differential ...

a fundamental topic in computational fluid dynamics is the role of coordinate particularly for searching optimized coordinates. the objective of this study is the numerical modeling of supersonic flows using a new coordinate system i.e. unified coordinate system (ucs) uses moving mesh with motionless viewing window technique. ucs has an advantage over traditional coordinate systems (eulerian an...