Results 21 to 30 of about 495 (88)
Almost sure exponential stability of numerical solutions for stochastic delay differential equations [PDF]
, 2010 Using techniques based on the continuous and discrete semimartingale convergence theorems, this paper investigates if numerical methods may reproduce the almost sure exponential stability of the exact solutions to stochastic delay differential equations (
A. Rodkina +28 more
core +1 more source
Gaussian quadrature rules and A‐stability of Galerkin schemes for ODE
International Journal of Mathematics and Mathematical Sciences, Volume 2003, Issue 31, Page 1947-1959, 2003., 2003 The A‐stability properties of continuous and discontinuous Galerkin methods for solving ordinary differential equations (ODEs) are established using properties of Legendre polynomials and Gaussian quadrature rules. The influence on the A‐stability of the numerical integration using Gaussian quadrature rules involving a parameter is analyzed.
Ali Bensebah +2 more
wiley +1 more source
Iterative solution of unstable variational inequalities on approximately given sets
Abstract and Applied Analysis, Volume 1, Issue 1, Page 45-64, 1996., 1996 The convergence and the stability of the iterative regularization method for solving variational inequalities with bounded nonsmooth properly monotone (i.e., degenerate) operators in Banach spaces are studied. All the items of the inequality (i.e., the operator A, the “right hand side” f and the set of constraints Ω) are to be perturbed. The connection
Y. I. Alber, A. G. Kartsatos, E. Litsyn
wiley +1 more source
Alexandria Engineering Journal, 2020 Fractional derivative has a memory and non-localization features that make it very useful in modelling epidemics’ transition. The kernel of Caputo-Fabrizio fractional derivative has many features such as non-singularity, non-locality and an exponential ...
M. Higazy, Maryam Ahmed Alyami
doaj +1 more source
A class of high-order Runge-Kutta-Chebyshev stability polynomials [PDF]
, 2015 The analytic form of a new class of factorized Runge-Kutta-Chebyshev (FRKC) stability polynomials of arbitrary order $N$ is presented. Roots of FRKC stability polynomials of degree $L=MN$ are used to construct explicit schemes comprising $L$ forward ...
O'Sullivan, Stephen
core +3 more sources
Convergence analysis of energy conserving explicit local time-stepping methods for the wave equation [PDF]
, 2017 Local adaptivity and mesh refinement are key to the efficient simulation of wave phenomena in heterogeneous media or complex geometry. Locally refined meshes, however, dictate a small time-step everywhere with a crippling effect on any explicit time ...
Grote, Marcus J. +2 more
core +4 more sources
Numerical Analysis of Transmission Lines Equation by new β-method Schemes
Analele Stiintifice ale Universitatii Ovidius Constanta: Seria Matematica, 2017 In this paper we develop a new β-method applied to the resolution of homogeneous transmission lines. A comparison with conventional methods used for this type of problems like FDTD method or classical β-method is also given.
Allali Fatima +3 more
doaj +1 more source
Three-points interfacial quadrature for geometrical source terms on nonuniform grids [PDF]
, 2011 International audienceThis paper deals with numerical (finite volume) approximations, on nonuniform meshes, for ordinary differential equations with parameter-dependent fields.
A. Harten +31 more
core +3 more sources
Unconditionnally stable scheme for Riccati equation
, 2000 We present a numerical scheme for the resolution of matrix Riccati equation used in control problems. The scheme is unconditionnally stable and the solution is definite positive at each time step of the resolution.
Abdelkader Saïdi +3 more
core +1 more source
A Numerical Method for SDEs with Discontinuous Drift
, 2015 In this paper we introduce a transformation technique, which can on the one hand be used to prove existence and uniqueness for a class of SDEs with discontinuous drift coefficient.
Leobacher, Gunther +1 more
core +1 more source