Displaying similar documents to “A matching of singularities in domain decomposition methods for reaction-diffusion problems with discontinuous coefficients”

Une méthode nodale appliquée à un problème de diffusion à coefficients généralisés

Abdelkader Laazizi, Nagib Guessous (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

Similarity:

In this paper, we consider second order neutrons diffusion problem with coefficients in (Ω). Nodal method of the lowest order is applied to approximate the problem's solution. The approximation uses special basis functions [1] in which the coefficients appear. The rate of convergence obtained is in (Ω), with a free rectangular triangulation.

Euler schemes and half-space approximation for the simulation of diffusion in a domain

Emmanuel Gobet (2010)

ESAIM: Probability and Statistics

Similarity:

This paper is concerned with the problem of simulation of , the solution of a stochastic differential equation constrained by some boundary conditions in a smooth domain : namely, we consider the case where the boundary is killing, or where it is instantaneously reflecting in an oblique direction. Given discretization times equally spaced on the interval , we propose new discretization schemes: they are fully implementable and provide a weak error of order under some...

Discrete sampling of an integrated diffusion process and parameter estimation of the diffusion coefficient

Arnaud Gloter (2010)

ESAIM: Probability and Statistics

Similarity:

Let () be a diffusion on the interval and a sequence of positive numbers tending to zero. We define as the integral between and of . We give an approximation of the law of by means of a Euler scheme expansion for the process (). In some special cases, an approximation by an explicit Gaussian ARMA(1,1) process is obtained. When we deduce from this expansion estimators of the diffusion coefficient of based on (). These estimators are shown to...