نتایج جستجو برای: روش adapted bdf

تعداد نتایج: 448496  

Journal: : 2022

هدف: بر اساس مطالعه، بسیاری از دانشجویان، سال اول دانشگاه را یکی دوره‌های زمانی پراسترس و چالش‌زای زندگی می‌دانند قادر به سازگاری مناسب با آن نیستند. مطالعه حاضر هدف شناسایی تجارب زیسته دانشجویان پایین در خصوص مشکلات چالش‌های انجام شد. روش: روش پژوهش کیفی نوع پدیدارشناسی بود. داده‌ها استفاده مصاحبه نیمه ساختاریافته جمع‌آوری شد رویکرد 7 مرحله‌ای کلایزی مورد تجزیه تحلیل قرار گرفت. جامعه کلیه آزاد...

Journal: :Frontiers in Energy Research 2022

This work aims at the exploration of production data analysis (PDA) methods without iterations. It can overcome limitations advanced type curve relying on iterative calculation material-balance pseudotime and current explicit reckoning specific schedule assumptions. The dynamic material balance equation (DMBE) is strictly proved by integral variable substitution based gas flow under boundary do...

2007
Muriel Boulakia Miguel A. Fernández Jean-Frédéric Gerbeau Nejib Zemzemi

We present preliminary results of the numerical simulation of electrocardiograms (ECG). We consider the bidomain equations to model the electrical activity of the heart and a Laplace equation for the torso. The ionic activity is modeled with a Mitchell-Schaeffer dynamics. We use adaptive semi-implicit BDF schemes for the time discretization and a Neumann-Robin domain decomposition algorithm for...

1998
BENGT FORNBERG

The classical techniques for determining weights in finite difference formulas were either computationally slow or very limited in their scope (e.g., specialized recursions for centered and staggered approximations, for Adams–Bashforth-, Adams–Moulton-, and BDF-formulas for ODEs, etc.). Two recent algorithms overcome these problems. For equispaced grids, such weights can be found very convenien...

2016
Bertram Düring Christof Heuer

We present high-order compact schemes for a linear second-order parabolic partial differential equation (PDE) with mixed second-order derivative terms in two spatial dimensions. The schemes are applied to option pricing PDE for a family of stochastic volatility models. We use a nonuniform grid with more grid-points around the strike price. The schemes are fourth-order accurate in space and seco...

2007
Hermann Mena Peter Benner

The numerical treatment of linear-quadratic regulator problems on finite time horizons for parabolic partial differential equations requires the solution of large-scale differential Riccati equations (DREs). Typically the coefficient matrices of the resulting DRE have a given structure (e.g. sparse, symmetric or low rank). Here we discuss numerical methods for solving DREs capable of exploiting...

2014
E. Momoniat Oluwole Daniel Makinde

Long time solutions to the Frank-Kamenetskii partial differential equation modelling a thermal explosion in a vessel are obtained using matrix exponentiation. Spatial derivatives are approximated by high-order finite difference approximations. A forward difference approximation to the time derivative leads to a Lawson-Euler scheme. Computations performed with a BDF approximation to the time der...

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