Search for tag: "fractional"

Krzysztof Bisewski EVA Talk Preview

This talk has captions. You can remove these by pressing CC on the video toolbar. Name: Krzysztof Bisewski Talk Title: Bounds on the expected supremum of fractional Brownian motion with drift…

From  Anna Munro on May 24th, 2021 0 likes 17 plays 0  

Martin Bladt EVA Talk Preview

This talk has captions. You can remove these by pressing CC on the video toolbar. Name: Martin Bladt Talk Title: Phase-type distributions for Insurance pricing Abstract: We address the task of…

From  Anna Munro on May 19th, 2021 0 likes 30 plays 0  

Partial Differential Equations Lecture 9 - Results

Here we look in detail at the results from the test problem and discuss dispersive and dissipative errors.

From  David Ingram on February 16th, 2021 0 likes 35 plays 0  

Partial Differential Equations Lecture 9 - MacCormack method in 2D

This part of the lecture develops a 2D solver using the method of Fractional Steps and the MacCormack scheme and applies it to a test problem

From  David Ingram on February 16th, 2021 0 likes 44 plays 0  

Partial Differential Equations Lecture 9 - Two and three dimensional solvers

In this lecture we look at operator splitting and the method of fractional steps which can be used to solve 2 and 3D problems with 1D schemes.

From  David Ingram on February 16th, 2021 0 likes 43 plays 0