Results 1 to 10 of about 3,082 (261)

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.
Aytekin Cibik   +2 more
exaly   +5 more sources

The improved split-step backward Euler method for stochastic differential delay equations [PDF]

open access: yesInternational Journal of Computer Mathematics, 2011
22 pages, 4 ...
Xiaojie Wang, Siqing Gan
exaly   +3 more sources

Backward Euler–Maruyama Method for the Random Periodic Solution of a Stochastic Differential Equation with a Monotone Drift [PDF]

open access: yesJournal of Theoretical Probability, 2022
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
exaly   +5 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

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

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

Backward Euler method for stochastic differential equations with non-Lipschitz coefficients

open access: yesCoRR, 2022
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
openaire   +2 more sources

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

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