Displaying similar documents to “Accurate numerical approximation of nonlinear fourth order Emden-Fowler type equations: A Haar based wavelet-collocation approach”

Haar wavelet method for vibration analysis of nanobeams

M. Kirs, M. Mikola, A. Haavajõe, E. Õunapuu, B. Shvartsman, J. Majak (2016)

Waves, Wavelets and Fractals

Similarity:

In the current study the Haar wavelet method is adopted for free vibration analysis of nanobeams. The size-dependent behavior of the nanobeams, occurring in nanostructures, is described by Eringen nonlocal elasticity model. The accuracy of the solution is explored. The obtained results are compared with ones computed by finite difference method. The numerical convergence rates determined are found to be in agreement with corresponding convergence theorems.

Wavelet method for option pricing under the two-asset Merton jump-diffusion model

Černá, Dana

Similarity:

This paper examines the pricing of two-asset European options under the Merton model represented by a nonstationary integro-differential equation with two state variables. For its numerical solution, the wavelet-Galerkin method combined with the Crank-Nicolson scheme is used. A drawback of most classical methods is the full structure of discretization matrices. In comparison, the wavelet method enables the approximation of discretization matrices with sparse matrices. Sparsity is essential...