2015 Archives | Page 2 of 2 | Tiberiu Popoviciu Institute of Numerical Analysis

A Fokker-Planck approach for probability distributions of species concentrations transported in heterogeneous media

Automatic algorithm to decompose discrete paths of fractional Brownian motion into self-similar intrinsic components

On the convergence of some quasi-Newton iterates studied by I. Păvăloiu

Publications

Spectral collocation solutions to a class of pseudo-parabolic equations

July 2, 2020

(proceedings), ISI/JCR, Numerical Analysis, ODEs, paper, PDEs

AbstractIn this paper we solve by method of lines (MoL) a class of pseudo-parabolic PDEs defined on the real line. The method is based on the sinc collocation (SiC) in…

Numerical benchmark study for flow in highly heterogeneous aquifers

April 9, 2020

Cristian Alecsa

(original), Finite element (FEM), global random walk, ISI/JCR, Numerical Analysis, Numerical Modeling, paper

AbstractThis article presents numerical investigations on accuracy and convergence properties of several numerical approaches for simulating steady state flows in heterogeneous aquifers. Finite difference, finite element, discontinuous Galerkin, spectral, and…

Average conditional jump for a white noise superposed on a linear trend

February 28, 2020

Călin Vamoş

(proceedings), Numerical Modeling, paper, Time Series

AbstractThe average conditional jumps for a white noise superposed on a linear trend are computed both theoretically and numerically and the contribution of the deterministic and random parts of the…