Displaying similar documents to “Stability and numerical analysis of the Hébraud-Lequeux model for suspensions.”

An unconditionally stable nonstandard finite difference method applied to a mathematical model of HIV infection

Hasim A. Obaid, Rachid Ouifki, Kailash C. Patidar (2013)

International Journal of Applied Mathematics and Computer Science

Similarity:

We formulate and analyze an unconditionally stable nonstandard finite difference method for a mathematical model of HIV transmission dynamics. The dynamics of this model are studied using the qualitative theory of dynamical systems. These qualitative features of the continuous model are preserved by the numerical method that we propose in this paper. This method also preserves the positivity of the solution, which is one of the essential requirements when modeling epidemic diseases....

Consistent stable difference schemes for nonlinear Black-Scholes equations modelling option pricing with transaction costs

Rafael Company, Lucas Jódar, José-Ramón Pintos (2009)

ESAIM: Mathematical Modelling and Numerical Analysis

Similarity:

This paper deals with the numerical solution of nonlinear Black-Scholes equation modeling European vanilla call option pricing under transaction costs. Using an explicit finite difference scheme consistent with the partial differential equation valuation problem, a sufficient condition for the stability of the solution is given in terms of the stepsize discretization variables and the parameter measuring the transaction costs. This stability condition is linked to some properties of...

Preface

P. Chartier, L. Petzold (2009)

ESAIM: Mathematical Modelling and Numerical Analysis

Similarity:

Numerical modelling of algebraic closure models of oceanic turbulent mixing layers

Anne-Claire Bennis, Tomas Chacón Rebollo, Macarena Gómez Mármol, Roger Lewandowski (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

Similarity:

We introduce in this paper some elements for the mathematical and numerical analysis of algebraic turbulence models for oceanic surface mixing layers. In these models the turbulent diffusions are parameterized by means of the gradient Richardson number, that measures the balance between stabilizing buoyancy forces and destabilizing shearing forces. We analyze the existence and linear exponential asymptotic stability of continuous and discrete equilibria states. We also analyze the well-posedness...