We consider the numerical approximation of a semilinear fractional order evolution equation involving a Caputo derivative in time of order α ϵ (0,1). Assuming a Lipschitz continuous nonlinear source ...
This is a preview. Log in through your library . Abstract A quasi-Lagrangian advective scheme for numerical integration of primitive equations is proposed. The advective scheme is built on a ...
Stochastic differential equations (SDEs) are at the heart of modern financial modelling, providing a framework that accommodates the inherent randomness observed in financial markets. These equations ...
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