Zobrazeno 1 - 10
of 20
pro vyhledávání: '"K. J. is 't Hout"'
Autor:
Chittaranjan Mishra, K. J. in 't Hout
Publikováno v:
Mathematics and computers in simulation
The modified Craig-Sneyd (MCS) scheme is a promising splitting scheme of the ADI type for multi-dimensional pure diffusion equations having mixed spatial-derivative terms. In this paper we investigate the extension of the MCS scheme to two-dimensiona
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8f958fe476b5410ca171085453bd2285
https://doi.org/10.1016/j.matcom.2011.04.004
https://doi.org/10.1016/j.matcom.2011.04.004
Autor:
Bruno Welfert, K. J. in 't Hout
Publikováno v:
Applied numerical mathematics
We consider the unconditional stability of second-order ADI schemes in the numerical solution of finite difference discretizations of multi-dimensional diffusion problems containing mixed spatial-derivative terms. We investigate an ADI scheme propose
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6a67c326033abcee824f1c5190a8353d
https://doi.org/10.1016/j.apnum.2008.03.016
https://doi.org/10.1016/j.apnum.2008.03.016
Autor:
Barbara Zubik-Kowal, K. J. in 't Hout
Publikováno v:
Mathematical and Computer Modelling. 40:1297-1308
This paper deals with the stability of Runge-Kutta methods of collocation type adapted to the numerical solution of initial value problems for delay differential equations. In order to obtain the adaptation of these Runge-Kutta methods to delay equat
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a9e922d73a36d9ae4c3fa0acd11dd5fa
https://doi.org/10.1016/j.mcm.2005.01.020
https://doi.org/10.1016/j.mcm.2005.01.020
Autor:
K. J. in 't Hout, M. N. Spijker
Publikováno v:
Bit Numerical Mathematics. 43:363-385
This paper concerns the stability analysis of numerical methods for solving time dependent ordinary and partial differential equations. In the literature stability estimates for such methods were derived, under a condition which can be viewed as a tr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9c1a01506a05e0df1018586a594c47fe
https://doi.org/10.1023/a:1026043920914
https://doi.org/10.1023/a:1026043920914
Autor:
K. J. in 't Hout
Publikováno v:
Applied Numerical Mathematics. 42:201-212
This paper is concerned with the class of implicit-explicit linear multistep methods for the numerical solution of initial value problems for ordinary differential equations which are composed of stiff and nonstiff parts. We study the contractivity o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::40b433a614f97e298a993f405ac860f1
https://doi.org/10.1016/s0168-9274(01)00151-9
https://doi.org/10.1016/s0168-9274(01)00151-9
Autor:
K. J. in 't Hout
Publikováno v:
Bit Numerical Mathematics. 41:322-344
This paper deals with the adaptation of Runge—Kutta methods to the numerical solution of nonstiff initial value problems for delay differential equations. We consider the interpolation procedure that was proposed in In 't Hout [8], and prove the ne
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::48588e0c6773cc4fb1b04c7fe97fddfe
https://doi.org/10.1023/a:1021994523890
https://doi.org/10.1023/a:1021994523890
Publikováno v:
SIAM Journal on Scientific Computing. 22:1593-1609
In this paper we investigate collocation methods for the computation of periodic solutions of autonomous delay differential equations (DDEs). Periodic solutions are found by solving a periodic two-point boundary value problem, which is an infinite-di
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6da99e9da5eecd833cc09792b343e482
https://doi.org/10.1137/s1064827599363381
https://doi.org/10.1137/s1064827599363381
Autor:
K. J. in 't Hout, K. Volders
Publikováno v:
IMA journal of numerical analysis
In this paper, we consider the stability and convergence of numerical discretizations of the BlackScholes partial differential equation (PDE) when complemented with the popular linear boundary condition (LBC). This condition states that the second de
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::bffa51c4d328555b978404db21baddc3
https://hdl.handle.net/10067/1079640151162165141
https://hdl.handle.net/10067/1079640151162165141
Autor:
K. J. in 't Hout
Publikováno v:
Applied Numerical Mathematics. 22:237-250
This paper is concerned with the adaptation of Runge-Kutta methods to initial value problems for systems of delay differential equations. At present, three main types of interpolation procedures can be distinguished in the literature for adapting Run
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::baec1f684eea48679e09067e8f4e1b7e
https://doi.org/10.1016/s0168-9274(96)00035-9
https://doi.org/10.1016/s0168-9274(96)00035-9
Autor:
K. J. in 't Hout
Publikováno v:
SIAM Journal on Numerical Analysis. 33:1125-1134
In this paper we consider diagonally split Runge–Kutta methods for the numerical solution of initial value problems for ordinary differential equations. This class of numerical methods was recently introduced by Bellen, Jackiewicz, and Zennaro [SIA
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9247cdce85f78b6ece4482b3187fb497
https://doi.org/10.1137/0733055
https://doi.org/10.1137/0733055