Results 1 to 10 of about 2,972 (267)

Almost Sure and Lp Convergence of Split-Step Backward Euler Method for Stochastic Delay Differential Equation

open access: yesAbstract and Applied Analysis, 2014
The convergence of the split-step backward Euler (SSBE) method applied to stochastic differential equation with variable delay is proven in Lp-sense.
Qian Guo, Xueyin Tao
doaj   +3 more sources

Analysis of Backward Euler Primal DPG Methods [PDF]

open access: yesComputational Methods in Applied Mathematics, 2021
Abstract We analyze backward Euler time stepping schemes for a primal DPG formulation of a class of parabolic problems. Optimal error estimates are shown in a natural norm and in the L 2
Thomas Führer   +2 more
openaire   +3 more sources

Feedback linearization of discrete-time nonlinear control systems: computational aspects [PDF]

open access: yesProceedings of the Estonian Academy of Sciences, 2020
An alternative solution of the static state feedback linearization problem for the discrete-time case is given. This solution is based on the sequence of distributions, whose computation requires only the knowledge of the backward shift equations.
Tanel Mullari, Ülle Kotta
doaj   +1 more source

Exponential Euler and backward Euler methods for nonlinear heat conduction problems

open access: yesKeldysh Institute Preprints, 2023
In this paper a variant of nonlinear exponential Euler scheme is proposed for solving nonlinear heat conduction problems. The method is based on nonlinear iterations where at each iteration a linear initial-value problem has to be solved. We compare this method to the backward Euler method combined with nonlinear iterations.
Mikhail Aleksandrovich Botchev   +1 more
openaire   +3 more sources

BE-BDF2 Time Integration Scheme Equipped with Richardson Extrapolation for Unsteady Compressible Flows

open access: yesFluids, 2023
In this work we investigate the effectiveness of the Backward Euler-Backward Differentiation Formula (BE-BDF2) in solving unsteady compressible inviscid and viscous flows.
Alessandra Nigro
doaj   +1 more source

A New Trajectory Tracking Algorithm for Autonomous Vehicles Based on Model Predictive Control

open access: yesSensors, 2021
Trajectory tracking is a key technology for precisely controlling autonomous vehicles. In this paper, we propose a trajectory-tracking method based on model predictive control.
Zhejun Huang   +6 more
doaj   +1 more source

Error estimates of the backward Euler–Maruyama method for multi-valued stochastic differential equations [PDF]

open access: yesBIT Numerical Mathematics, 2021
AbstractIn this paper we derive error estimates of the backward Euler–Maruyama method applied to multi-valued stochastic differential equations. An important example of such an equation is a stochastic gradient flow whose associated potential is not continuously differentiable but assumed to be convex. We show that the backward Euler–Maruyama method is
Monika Eisenmann   +3 more
openaire   +3 more sources

Almost Sure Exponential Stability of Numerical Solutions for Stochastic Pantograph Differential Equations with Poisson Jumps

open access: yesMathematics, 2022
The stability analysis of the numerical solutions of stochastic models has gained great interest, but there is not much research about the stability of stochastic pantograph differential equations.
Amr Abou-Senna, Boping Tian
doaj   +1 more source

Composite Backward Differentiation Formula for the Bidomain Equations

open access: yesFrontiers in Physiology, 2020
The bidomain equations have been widely used to model the electrical activity of cardiac tissue. While it is well-known that implicit methods have much better stability than explicit methods, implicit methods usually require the solution of a very large ...
Xindan Gao   +2 more
doaj   +1 more source

Analysis of Second Order Time Filtered Backward Euler Method for MHD Equations

open access: yesJournal of Scientific Computing, 2020
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Cibik, Aytekin   +2 more
openaire   +7 more sources

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