Blar i Fakultet for informasjonsteknologi og elektroteknikk (IE) på tidsskrift "Advances in Computational Mathematics"

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    • Adaptive energy preserving methods for partial differential equations 

      Eidnes, Sølve; Owren, Brynjulf; Ringholm, Torbjørn (Journal article; Peer reviewed, 2017)
      A framework for constructing integral preserving numerical schemes for time-dependent partial differential equations on non-uniform grids is presented. The approach can be used with both finite difference and partition of ...

    • On numerical density approximations of solutions of SDEs with unbounded coefficients 

      Chen, Linghua; Jakobsen, Espen Robstad; Næss, Arvid (Journal article, 2017)
      We study a numerical method to compute probability density functions of solutions of stochastic differential equations. The method is sometimes called the numerical path integration method and has been shown to be fast and ...