NAApr 12, 2013
Fast and Efficient Numerical Methods for an Extended Black-Scholes ModelSamir Kumar Bhowmik
An efficient linear solver plays an important role while solving partial differential equations (PDEs) and partial integro-differential equations (PIDEs) type mathematical models. In most cases, the efficiency depends on the stability and accuracy of the numerical scheme considered. In this article we consider a PIDE that arises in option pricing theory (financial problems) as well as in various scientific modeling and deal with two different topics. In the first part of the article, we study several iterative techniques (preconditioned) for the PIDE model. A wavelet basis and a Fourier sine basis have been used to design various preconditioners to improve the convergence criteria of iterative solvers. We implement a multigrid (MG) iterative method. In fact, we approximate the problem using a finite difference scheme, then implement a few preconditioned Krylov subspace methods as well as a MG method to speed up the computation. Then, in the second part in this study, we analyze the stability and the accuracy of two different one step schemes to approximate the model.
NAMay 28, 2010
Numerical convergence of a one step approximation of an intrgro-differential equationSamir Kumar Bhowmik
We consider a linear partial integro-differential equation that arises in the modeling of various physical and biological processes. We study the problem in a spatial periodic domain. We analyze numerical stability and numerical convergence of a one step approximation of the problem with smooth and non-smooth initial functions.
NANov 28, 2011
Numerical approximation of a linear elasticity modelSamir Kumar Bhowmik
We consider a nonlocal linear elastic wave model. We approximate the model using a spectral Galerkin method in space and analyze error in such an approximation. We perform some numerical experiments to demonstrate the scheme.
NAApr 6, 2019
Numerical approximation of the generalized regularized long wave equation using Petrov-Galerkin finite element methodSeydi Battal Gazi Karakoc, Samir Kumar Bhowmik
The generalized regularized long wave (GRLW) equation has been developed to model a variety of physical phenomena such as ion-acoustic and magnetohydrodynamic waves in plasma, nonlinear transverse waves in shallow water and phonon packets in nonlinear crystals. This paper aims to develop and analyze a powerful numerical scheme for the nonlinear generalized regularized long wave (GRLW) equation by Petrov--Galerkin method in which the element shape functions are cubic and weight functions are quadratic B-splines. The suggested method is performed to three test problems involving propagation of the single solitary wave, interaction of two solitary waves and evolution of solitons with the Maxwellian initial condition. The variational formulation and semi-discrete Galerkin scheme of the equation are firstly constituted. We estimate accuracy of such a spatial approximation. Then Fourier stability analysis of the linearized scheme shows that it is unconditionally stable. To verify practicality and robustness of the new scheme error norms $L_{2}$, $L_{\infty }$ and three invariants $I_{1},I_{2}$ and $I_{3}$ are calculated. The obtained numerical results are compared with other published results and shown to be precise and effective.
NAApr 6, 2019
Numerical solutions of the generalized equal width wave equation using Petrov Galerkin methodSamir Kumar Bhowmik, Seydi Battal Gazi Karakoc
In this article we consider a generalized equal width wave (GEW) equation which is a significant nonlinear wave equation as it can be used to model many problems occurring in applied sciences. As the analytic solution of the (GEW) equation of this kind can be obtained hardly, developing numerical solutions for this type of equations is of enormous importance and interest. Here we are interested in a Petrov-Galerkin method, in which element shape functions are quadratic and weight functions are linear B-splines. We firstly investigate the existence and uniqueness of solutions of the weak form of the equation. Then we establish the theoretical bound of the error in the semi-discrete spatial scheme as well as of a full discrete scheme at $t=t^{n}$. Furthermore, a powerful Fourier analysis has been applied to show that the proposed scheme is unconditionally stable. Finally, propagation of single and double solitary waves and evolution of solitons are analyzed to demonstrate the efficiency and applicability of the proposed numerical scheme by calculating the error norms (in $L_{2}(Ω)$ and $L_{\infty}(Ω)$). The three invariants ($% I_{1},I_{2}$ and $I_{3})$ of motion have been commented to verify the conservation features of the proposed algorithms. Our proposed numerical scheme has been compared with other published schemes and demonstrated to be valid, effective and it outperforms the others.
APMay 27, 2015
Equilibrium solutions of a nonlinear integro-differential equationAli Alshomrani, Samir Kumar Bhowmik
Integral operators play an important role modeling various physical and biological processes. In this article we consider such a nonlinear integro-differential equation. We study several properties of equilibrium solutions of the operator considering continuous nonlinearity.