Quadrature Integration Techniques for Random Hyperbolic PDE Problems

Autor: LUCAS JODAR, Rafael Company Rossi, Vera Egorova

Publikováno v: Mathematics
Volume 9
Issue 2
Mathematics, 2021, 9(2), 160
UCrea Repositorio Abierto de la Universidad de Cantabria
instname
RiuNet. Repositorio Institucional de la Universitat Politécnica de Valéncia
Mathematics, Vol 9, Iss 160, p 160 (2021)

[EN] In this paper, we consider random hyperbolic partial differential equation (PDE) problems following the mean square approach and Laplace transform technique. Randomness requires not only the computation of the approximating stochastic processes,

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::571e024ae4c3abc609ae7f314386c589

A front-fixing numerical method for a free boundary nonlinear diffusion logistic population model

Autor: LUCAS JODAR, Miguel Ángel Piqueras, Rafael Company Rossi

Publikováno v: RiuNet. Repositorio Institucional de la Universitat Politécnica de Valéncia
instname

[EN] The spatial temporal spreading of a new invasive species in a habitat has interest in ecology and is modeled by a moving boundary diffusion logistic partial differential problem, where the moving boundary represents the unknown expanding front o

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e846a034b0977f8e731625121fedd9c9
https://doi.org/10.1016/j.cam.2016.02.029

Stable Numerical Solutions Preserving Qualitative Properties of Nonlocal Biological Dynamic Problems

Autor: Miguel Ángel Piqueras, LUCAS JODAR, Rafael Company Rossi

Publikováno v: Abstract and Applied Analysis, Vol 2019 (2019)
Abstr. Appl. Anal.
RiuNet. Repositorio Institucional de la Universitat Politécnica de Valéncia
instname

[EN] This paper deals with solving numerically partial integrodifferential equations appearing in biological dynamics models when nonlocal interaction phenomenon is considered. An explicit finite difference scheme is proposed to get a numerical solut

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f80ef988d8b01ff3599a81193d21ffdf
https://doaj.org/article/7ee8aa4121654c2d8493666fa595b16f

Conditional full stability of positivity-preserving finite difference scheme for diffusion-advection-reaction models

Autor: LUCAS JODAR, Vera Egorova, Rafael Company Rossi

Publikováno v: Journal of Computational and Applied Mathematics, 2018, 341, 157-168
UCrea Repositorio Abierto de la Universidad de Cantabria
Universidad de Cantabria (UC)
RiuNet. Repositorio Institucional de la Universitat Politécnica de Valéncia
instname

[EN] The matter of the stability for multidimensional diffusion-advection-reaction problems treated with the semi-discretization method is remaining challenge because when all the stepsizes tend simultaneously to zero the involved size of the problem

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2c605d07952707ea8448030619ae9d8b
http://hdl.handle.net/10902/18055

Finite difference methods for pricing American put option with rationality parameter: Numerical analysis and computing

Autor: Carlos Vázquez, LUCAS JODAR, Rafael Company Rossi, Vera Egorova

Publikováno v: RiuNet. Repositorio Institucional de la Universitat Politécnica de Valéncia
instname

[EN] In this paper finite difference methods for pricing American option with rationality parameter are proposed. The irrational exercise policy arising in American options is characterized in terms of a rationality parameter. The model is formulated

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9660cafe6566934951ea3e1cad73fc09
https://hdl.handle.net/10251/87841