Results 51 to 60 of about 2,873 (148)

Central Limit Theorem for Temporal Average of Backward Euler-Maruyama Method

open access: yesJournal of Computational Mathematics
This work focuses on the temporal average of the backward Euler-Maruyama (BEM) method, which is used to approximate the ergodic limit of stochastic ordinary differential equations (SODEs). We give the central limit theorem (CLT) of the temporal average of the BEM method, which characterizes its asymptotics in distribution.
openaire   +3 more sources

Almost Surely Exponential Stability of Numerical Solutions for Stochastic Pantograph Equations

open access: yesAbstract and Applied Analysis, 2014
Our effort is to develop a criterion on almost surely exponential stability of numerical solution to stochastic pantograph differential equations, with the help of the discrete semimartingale convergence theorem and the technique used in stable analysis ...
Shaobo Zhou
doaj   +1 more source

The robust finite-volume schemes for modeling nonclassical surface reactions

open access: yesNonlinear Analysis, 2018
A coupled system of nonlinear parabolic PDEs arising in modeling of surface reactions with piecewise continuous kinetic data is studied. The nonclassic conjugation conditions are used at the surface of the discontinuity of the kinetic data.
Raimondas Čiegis   +2 more
doaj   +1 more source

A Constitutive Model for Stud Connection in Composite Structures

open access: yesBuildings
The complexity of finite element analysis for composite structures can be significantly reduced by representing the connector and adjacent concrete as a macroscopic element.
Xi Qin, Wei Zhao
doaj   +1 more source

Distributed Newton method for time-varying convex optimization with backward Euler prediction

open access: yesAIMS Mathematics
<p>We investigated the challenge of unconstrained distributed optimization with a time-varying objective function, employing a prediction-correction approach. Our method introduced a backward Euler prediction step that used the differential information from consecutive moments to forecast the trajectory's future direction.
Zhuo Sun, Huaiming Zhu, Haotian Xu
openaire   +2 more sources

An expanded mixed covolume element method for integro-differential equation of Sobolev type on triangular grids

open access: yesAdvances in Difference Equations, 2017
The expanded mixed covolume Element (EMCVE) method is studied for the two-dimensional integro-differential equation of Sobolev type. We use a piecewise constant function space and the lowest order Raviart-Thomas ( RT 0 $\mathit{RT}_{0}$ ) space as the ...
Zhichao Fang   +3 more
doaj   +1 more source

On the Backward Euler Method for Time Dependent Parabolic Integro-Differential Equations with Nonsmooth Initial Data

open access: yesJournal of Integral Equations and Applications, 1998
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Pani, Amiya K., Sinha, Rajen K.
openaire   +3 more sources

Spectral element discretization of the time-dependent Stokes problem with nonstandard boundary conditions

open access: yesBoundary Value Problems
This work deals with the spectral element discretization of the time-dependent Stokes problem in two- and three-dimensional domains. The boundary condition is defined on the normal component of the velocity and the tangential components of the vorticity.
Mohamed Abdelwahed, Nejmeddine Chorfi
doaj   +1 more source

Order-one convergence of the backward euler method for random periodic solutions of semilinear SDEs

open access: yesDiscrete and Continuous Dynamical Systems - B
22 pages,5 ...
Guo, Yujia, Wang, Xiaojie, Wu, Yue
openaire   +2 more sources

Numerical approximation of time-fractional nonlinear partial integro-differential equation using fractional Euler and cubic trigonometric B-Spline methods

open access: yesPartial Differential Equations in Applied Mathematics
Nonlinear mathematical problems arise due to existence of important complex nonlinear phenomena in engineering and science. In this article, a class of time-fractional nonlinear parabolic partial integro-differential equations is solved numerically by ...
Mehwish Saleem   +3 more
doaj   +1 more source

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