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Consider the following stochastic differential equationbegin{equation}dy=left(A-left(A+Bright)yright)dt+Csqrt{yleft(1-yright)}dWtag{1}end{equation}where $A$, $B$ and $C$ are parameters and $dW$ is a Wiener increment.Equation $(1)$...
Asked on 08/29/2021
0 answerI have used different variants of the Laplacian operator (div grad) using 4, 8, 12, 20 and 24 of the closest points. I get problems due to the chosen coordinate...
Asked on 08/28/2021
1 answerI have a question about implementing traction boundary conditions in 2D and 3D linear elasticity. Consider the picture above. I...
Asked on 08/28/2021
1 answerThis was so much easier in Python (so much so that I'm considering going back to matplotlib for data analysis). But really, trying to figure out ROOT and Boost...
Asked on 08/27/2021 by Hair of Slytherin
4 answerI have found a toy implementation of RK-Dopri(4,5), written in Python. I am concerned however, about line 118:y = y + h *...
Asked on 08/26/2021
1 answerI have a physical model which takes $sim50$ parameters and gives $sim2000$ outputs taking tens of minutes to run. I need to optimize these parameters to give outputs...
Asked on 08/26/2021
2 answerI implemented a solver for the 2D steady-state heat equation (without heat generation and homogeneous material) $nabla. (knabla T) = 0$, using finite volume method, however, I am having...
Asked on 08/24/2021
3 answerConsider the following function : $$f(x) = sin^2(frac{πGamma(x)}{2x})$$ Now consider the following functional :$$I(x)=int_0^infty frac{f(x + iy) − f(x − iy)}{e^{2πy}-1} dy$$I need values for of $I(x)$...
Asked on 08/22/2021
0 answerI have a 1D convection-diffusion equation $sigma_t = a(x,t) sigma_{xx}+b(x,t)sigma_x+f(x,t)$ defined on the unit interval, with nonzero Neumann boundary conditions at both ends. It should be noted that the...
Asked on 08/22/2021 by kieransquared
1 answerhttps://www.jstor.org/stable/pdf/2157482.pdf, here I have a problem in last equation of (2.6) in section (2.1). When they are considering error equation on the interface $Gamma$ they get...
Asked on 08/22/2021
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