Results 231 to 240 of about 3,082 (261)

Stability of backward Euler multirate methods and convergence of waveform relaxation

BIT, 1992
Ideally, a numerical method for ordinary differential equations is stable if successive approximations decrease for each problem which has a decaying solution. Often this is interpreted in practice as requiring that a norm (usually an inner-product norm) of the difference between two approximations is non-increasing for a class of problems identified ...
Sand, J., Skelboe, Stig
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Analysis of the backward‐euler/langevin method for molecular dynamics

Communications on Pure and Applied Mathematics, 1990
AbstractThis paper develops the theory of a recently introduced computational method for molecular dynamics. The method in question uses the backward‐Euler method to solve the classical Langevin equations of a molecular system. Parameters are chosen to produce a cutoff frequency ωc, which may be set equal to kT/h to simulate quantum‐mechanical effects.
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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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Mohammad Asadzadeh, Piotr Kowalczyk
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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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On the application of the implicit “backward Euler” method for solving the diffusion equation

Atmospheric Environment (1967), 1989
Abstract The present paper deals with numerical effects occurring in the application of the implicit (“backward Euler”) method to solve the diffusion equation in the case of a point source (i.e. singular initial data). The numerical over-estimation of the concentration at the source level as well as conditions for an over- or under-estimation of the ...
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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.
Xu Yang, Xiaojie Wang 0007
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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.
Clint Dawson 0001, Robert C. Kirby
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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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The improved stability analysis of the backward Euler method for neutral stochastic delay differential equations

International Journal of Computer Mathematics, 2013
The aim of this paper is to improve some results obtained in our earlier paper [Z. Yu and M. Liu, Almost surely asymptotic stability of numerical solutions for neutral stochastic delay differential equations , Discrete Dyn. Nat. Soc. 2011 2011, article id 217672, 11 p., doi:10.1155/2011/217672]. In this paper, we establish an improved theorem and show
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