Abstract. Numerical approximations to the solution of a linear singularly perturbed parabolic convection-diffusion problem are generated using a backward Euler method in time and an upwinded finite ...
We consider a simplified model of a two-phase flow through a heterogeneous porous medium. Focusing on the capillary forces motion, a nonlinear degenerate parabolic problem is approximated in a domain ...
It is now possible to improve the precision of well survey calculations by order of magnitude with numerical approximation. Although the most precise method of simulating and calculating a wellbore ...
Fourier analysis and numerical methods have long played a pivotal role in the solution of differential equations across science and engineering. By decomposing complex functions into sums of ...
Alexandra Twin has 15+ years of experience as an editor and writer, covering financial news for public and private companies. Investopedia / Ellen Lindner A ballpark figure is a rough numerical ...
In their 2001 paper, Longstaff and Schwartz suggested a method for American option pricing using simulation and regression, and since then this method has rapidly gained importance. However, the idea ...