We solve the one-dimensional stochastic heat equation driven by fractional Brownian motion using the modified Euler-Maruyama finite differences method. We use the numerical solution as our observation and we show how to estimate the drift parameter from a one path only.

We study a numerical method for the diffusion of an age-structured population in a spatial environment. We extend the method proposed in [2] for linear diffusion problem, to the nonlinear case, where the diffusion coefficients depend on the total population. We integrate separately the age and time variables by finite differences and we discretize the space variable by finite elements. We provide stability and convergence results and we illustrate our approach with some numerical result.

We consider functionals of a potential energy ${\mathbb{P}}_{\psi }\left(u\right)$ corresponding to $\mathrm{𝑎𝑛}\mathrm{𝑎𝑥𝑖𝑠𝑦𝑚𝑚𝑒𝑡𝑟𝑖𝑐}\mathrm{𝑏𝑜𝑢𝑛𝑑𝑎𝑟𝑦}-\mathrm{𝑣𝑎𝑙𝑢𝑒}\mathrm{𝑝𝑟𝑜𝑏𝑙𝑒𝑚}$. We are dealing with $𝑎\mathrm{𝑑𝑒𝑓𝑙𝑒𝑐𝑡𝑖𝑜𝑛}\mathrm{𝑜𝑓}𝑎\mathrm{𝑡ℎ𝑖𝑛}\mathrm{𝑎𝑛𝑛𝑢𝑙𝑎𝑟}\mathrm{𝑝𝑙𝑎𝑡𝑒}$ with $\mathrm{𝑁𝑒𝑢𝑚𝑎𝑛𝑛}\mathrm{𝑏𝑜𝑢𝑛𝑑𝑎𝑟𝑦}\mathrm{𝑐𝑜𝑛𝑑𝑖𝑡𝑖𝑜𝑛𝑠}$. Various types of the subsoil of the plate are described by various types of the $\mathrm{𝑛𝑜𝑛𝑑𝑖𝑓𝑓𝑒𝑟𝑒𝑛𝑡𝑖𝑎𝑏𝑙𝑒}$ nonlinear term $\psi \left(u\right)$. The aim of the paper is to find a suitable computational algorithm.

Balancing Domain Decomposition by Constraints (BDDC) belongs to the class of primal substructuring Domain Decomposition (DD) methods. DD methods are iterative methods successfully used in engineering to parallelize solution of large linear systems arising from discretization of second order elliptic problems. Substructuring DD methods represent an important class of DD methods. Their main idea is to divide the underlying domain into nonoverlapping subdomains and solve many relatively small, local...

This study deals with a numerical solution of a 2D flows of a compressible viscous fluids in a convergent channel for low inlet airflow velocity. Three governing systems – Full system, Adiabatic system, Iso-energetic system$basedontheNavier-Stokesequationsforlaminarflowaretested.Thenumericalsolutionisrealizedbyfinitevolumemethodandthepredictor-correctorMacCormackschemewithJamesonartificialviscosityusingagridofquadrilateralcells.TheunsteadygridofquadrilateralcellsisconsideredintheformofconservationlawsusingArbitraryLagrangian-Eulerianmethod.Thenumericalresults,acquiredfromadevelopedprogram,arepresentedforinletvelocity$u=4.12 ms-1$andReynoldsnumberRe=$4 103$.$

A new method is proposed for the numerical solution of linear mixed Volterra-Fredholm integral equations in one space variable. The proposed numerical algorithm combines the trapezoidal rule, for the integration in time, with piecewise polynomial approximation, for the space discretization. We extend the method to nonlinear mixed Volterra-Fredholm integral equations. Finally, the method is tested on a number of problems and numerical results are given.

In this paper we propose a new numerical scheme to simulate the river flow in the presence of a variable bottom surface. We use the finite volume method, our approach is based on the technique described by D. L. George for shallow water equations. The main goal is to construct the scheme, which is well balanced, i.e. maintains not only some special steady states but all steady states which can occur. Furthermore this should preserve nonnegativity of some quantities, which are essentially nonnegative...