Results 231 to 240 of about 2,992 (267)

Divergence of the backward Euler method for ordinary stochastic differential equations

Numerical Algorithms, 2019
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BACKWARD EULER METHOD AS A POSITIVITY PRESERVING METHOD FOR ABSTRACT INTEGRAL EQUATIONS OF CONVOLUTION TYPE

IFAC Proceedings Volumes, 2006
Abstract It is shown that the backward Euler approximation to the solution of a wide class of linear, homogeneous equations with memory can be expressed as an average of the solution itself. This result implies that the numerical solution inherits some qualitative properties of the exact solution, such as positivity and contractivity.
E. Cuesta, M.P. Calvo, C. Palencia
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Backward Euler-Maruyama method for a class of stochastic Markovian jump neural networks

SPIE Proceedings, 2015
Stability analysis of various neural networks have been successfully applied in many fields such as parallel computing and pattern recognition. This paper is concerned with a class of stochastic Markovian jump neural networks. The general mean-square stability of Backward Euler-Maruyama method for stochastic Markovian jump neural networks is discussed.
Hua Yang, Jianguo Liu, Yi Liu, Xiaofeng Yue   +3 more
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An efficient backward Euler time-integration method for nonlinear dynamic analysis of structures

Computers & Structures, 2012
This paper presents an efficient time-integration method for obtaining reliable solutions of the transient nonlinear dynamic problems and of the stiff systems in structural engineering. This method employs the backward Euler formulae for evaluating both displacements and velocities of structures.
Tianyun Liu, Chongbin Zhao, Qingbin Li, Lihong Zhang   +3 more
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Convergence analysis for Backward-Euler and mixed discontinuous Galerkin methods for the Vlasov-Poisson system

Advances in Computational Mathematics, 2014
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Asadzadeh, Mohammad, Kowalczyk, Piotr
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Backward Euler method for abstract time-dependent parabolic equations with variable domains

Numerische Mathematik, 1999
For linear parabolic problems with time-dependent operator, the temporal discretization by means of the implicit Euler method is studied in an abstract Banach space setting. This covers also problems with time-dependent non-homogeneous right-hand side and boundary conditions. The author proves new general results in the situation of operators with time-
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A transformed jump-adapted backward Euler method for jump-extended CIR and CEV models

Numerical Algorithms, 2016
A jump-adapted backward Euler method is devised for approximating the solution of a jump-diffusion Itô stochastic differential equation of the form \[ dX_t= \kappa(\theta- X_{t-})\,dt+ \sigma X^\alpha_{t-}dW_t+ g(X_{t-})\,dN_t,\quad t\in(0,T],\quad X(0)= X_0, \] where \(W_t\) is a scalar Wiener process and \(N_t\) is a scalar Poisson process.
Yang, Xu, Wang, Xiaojie
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Split-Step Backward Euler Method for Stochastic Delay Hopfield Neural Networks with Markovian Switching

Applied Mechanics and Materials, 2011
In this paper, split-step backward Euler method for stochastic delay Hopfield neural networks with Markovian switching is considered. The main aim of this paper is to show that the numerical approximation solution is convergent to the true solution with order.
Rong Hua Li, Li Yang, Jia Wei Li
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Solution of Parabolic Equations by Backward Euler-Mixed Finite Element Methods on a Dynamically Changing Mesh

SIAM Journal on Numerical Analysis, 1999
The authors present an error analysis for the approximation of advection-diffusion equations on dynamically changing meshes. Discretization in space uses the lowest order Raviart-Thomas mixed finite element, while the time variable is discretized by the backward Euler scheme.
Dawson, Clint, Kirby, Robert
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Convergence and almost sure polynomial stability of the backward and forward–backward Euler methods for highly nonlinear pantograph stochastic differential equations

Mathematics and Computers in Simulation, 2018
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