Zobrazeno 1 - 10
of 28
pro vyhledávání: '"Ali Souissi"'
Publikováno v:
An International Journal of Optimization and Control: Theories & Applications, Vol 9, Iss 2 (2019)
We propose a modification of limited memory Broyden methods, called dynamical Broyden rank reduction method, to solve high dimensional systems of nonlinear equations. Based on a thresholding process of singular values, the proposed method determines
Externí odkaz:
https://doaj.org/article/d62e8089b91744eb8d4f3df5e563efbc
Publikováno v:
Numerical Methods for Partial Differential Equations. 33:218-240
In this article we study a projection-stabilized nonconforming finite element discretization of the Stokes problem. We present a priori error analysis and give a recovery-based a posteriori error estimator for the considered problem. Numerical result
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c1a74b98c4a296ca4ae5176c2360cd0c
https://doi.org/10.1002/num.22083
https://doi.org/10.1002/num.22083
Publikováno v:
International Journal of Mathematical Modelling and Numerical Optimisation. 11:232
We consider a data completion method for the Cauchy problem of Laplace equation, that is known as a highly ill-posed problem. For an approximate solution given by any one of algorithms of the data completion methods, we give the moment of the error b
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::370e6ee3dce32644de77c2a376159069
https://doi.org/10.1504/ijmmno.2021.116680
https://doi.org/10.1504/ijmmno.2021.116680
Publikováno v:
Numerical Methods for Partial Differential Equations. 31:950-976
We develop in this article an a posteriori error estimator for the P1-nonconforming finite element approximation, for a diffusion-reaction equation. We adopt the error in a constitutive law approach in two and three dimensional space, for not necessa
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::974c5a2084d60aa6518f68cd31808f09
https://doi.org/10.1002/num.21929
https://doi.org/10.1002/num.21929
Publikováno v:
Applied Mathematical Sciences. 8:3093-3107
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::38fb174f0a790fedfb04445e5e58c746
https://doi.org/10.12988/ams.2014.44271
https://doi.org/10.12988/ams.2014.44271
Autor:
Ali Souissi, Brahim Jarmouni
Publikováno v:
Applied Mathematical Sciences. 7:4713-4720
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::53f02ae6df229438172d25edbda18696
https://doi.org/10.12988/ams.2013.36299
https://doi.org/10.12988/ams.2013.36299
Publikováno v:
Numerical Methods for Partial Differential Equations. 28:1717-1728
We construct a hierarchical a posteriori error estimator for a stabilized finite element discretization of convection-diffusion equations with height Peclet number. The error estimator is derived without the saturation assumption and without any comp
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::69c05a02363641bfd08b609ead2927fe
https://doi.org/10.1002/num.21696
https://doi.org/10.1002/num.21696
Publikováno v:
Applied Mathematics and Computation. 218:5276-5291
We derive a robust residual a posteriori error estimator for time-dependent convection–diffusion–reaction problem, stabilized by subgrid viscosity in space and discretized by Crank–Nicolson scheme in time. The estimator yields upper bounds on t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::877ffc9534f0e820d5685270dd6d76ba
https://doi.org/10.1016/j.amc.2011.11.012
https://doi.org/10.1016/j.amc.2011.11.012
Publikováno v:
Nonlinear Analysis: Theory, Methods & Applications. 74:5863-5875
The paper deals with the existence of solutions of some unilateral problems in the framework of Orlicz spaces.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::eec8313d266ee69d3b0f22c777b87325
https://doi.org/10.1016/j.na.2011.04.048
https://doi.org/10.1016/j.na.2011.04.048
Publikováno v:
International Journal of Computer Mathematics. 88:2770-2781
In this paper, we present a new model of the European option price, it is about a model involving slow growth volatility. The SGV model (slow growth volatility model) is the name of the new model considered in this manuscript. The mathematical analys
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c6245318ada724395b21f85f2f09b5e2
https://doi.org/10.1080/00207160.2011.557070
https://doi.org/10.1080/00207160.2011.557070