Analysis of Second Order Time Filtered Backward Euler Method for MHD Equations
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Aytekin Cibik +2 more
exaly +5 more sources
The improved split-step backward Euler method for stochastic differential delay equations [PDF]
22 pages, 4 ...
Xiaojie Wang, Siqing Gan
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Backward Euler–Maruyama Method for the Random Periodic Solution of a Stochastic Differential Equation with a Monotone Drift [PDF]
AbstractIn this paper, we study the existence and uniqueness of the random periodic solution for a stochastic differential equation with a one-sided Lipschitz condition (also known as monotonicity condition) and the convergence of its numerical approximation via the backward Euler–Maruyama method.
Yue Wu, Yue Wu
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Analysis of Backward Euler Primal DPG Methods [PDF]
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
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Feedback linearization of discrete-time nonlinear control systems: computational aspects [PDF]
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
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Exponential Euler and backward Euler methods for nonlinear heat conduction problems
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
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Error estimates of the backward Euler–Maruyama method for multi-valued stochastic differential equations [PDF]
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
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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
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Backward Euler method for stochastic differential equations with non-Lipschitz coefficients
We study the traditional backward Euler method for $m$-dimensional stochastic differential equations driven by fractional Brownian motion with Hurst parameter $H > 1/2$ whose drift coefficient satisfies the one-sided Lipschitz condition. The backward Euler scheme is proved to be of order $1$ and this rate is optimal by showing the asymptotic error ...
Hao Zhou, Yaozhong Hu, Yanghui Liu
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A New Trajectory Tracking Algorithm for Autonomous Vehicles Based on Model Predictive Control
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
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