Zobrazeno 1 - 10
of 114
pro vyhledávání: '"JANNELLI, ALESSANDRA"'
Autor:
Versaci, Mario, Angiulli, Giovanni, Fattorusso, Luisa Angela, Di Barba, Paolo, Jannelli, Alessandra
Publikováno v:
COMPEL -The international journal for computation and mathematics in electrical and electronic engineering, 2024, Vol. 43, Issue 3, pp. 744-770.
Autor:
Jannelli, Alessandra
Publikováno v:
In Mathematics and Computers in Simulation January 2024 215:382-398
In this paper, we present an implicit finite difference method for the numerical solution of the Black-Scholes model of American put options without dividend payments. We combine the proposed numerical method by using a front fixing approach where th
Externí odkaz:
http://arxiv.org/abs/2004.03595
Autor:
Fazio, Riccardo, Jannelli, Alessandra
This paper deals with a non-standard finite difference scheme defined on a quasi-uniform mesh for approximate solutions of the MHD boundary layer flow of an incompressible fluid past a flat plate for a wide range of the magnetic parameter. The obtain
Externí odkaz:
http://arxiv.org/abs/2003.06261
Autor:
Jannelli, Alessandra1 (AUTHOR) ajannelli@unime.it, Speciale, Maria Paola1 (AUTHOR)
Publikováno v:
Mathematics (2227-7390). Jan2024, Vol. 12 Issue 2, p184. 10p.
Publikováno v:
In Communications in Nonlinear Science and Numerical Simulation April 2023 118
Autor:
Fazio, Riccardo, Jannelli, Alessandra
The present paper deals with the numerical solution of time-fractional advection-diffusion equations involving the Caputo derivative with source term by means of an unconditionally stable implicit finite difference method on quasi-uniform grids. We u
Externí odkaz:
http://arxiv.org/abs/1801.07160
Autor:
Jannelli, Alessandra
Publikováno v:
In Communications in Nonlinear Science and Numerical Simulation February 2022 105
Autor:
Fazio, Riccardo, Jannelli, Alessandra
In this paper, we present a study of an a posteriori estimator for the discretization error of a non-standard finite difference scheme applied to boundary value problems defined on an infinite interval. In particular, we show how Richardson's extrapo
Externí odkaz:
http://arxiv.org/abs/1503.00037
Autor:
Fazio, Riccardo, Jannelli, Alessandra
In this paper we report and compare the numerical results for an ocean circulation model obtained by the classical truncated boundary formulation, the free boundary approach and a quasi-uniform grid treatment of the problem. We apply a shooting metho
Externí odkaz:
http://arxiv.org/abs/1310.2075