Results 41 to 50 of about 2,087 (169)
Stochastic C-Stability and B-Consistency of Explicit and Implicit Euler-Type Schemes [PDF]
Journal of Scientific Computing, 2015 This paper is concerned with the numerical approximation of stochastic ordinary differential equations, which satisfy a global monotonicity condition. This condition includes several equations with super-linearly growing drift and diffusion coefficient functions such as the stochastic Ginzburg-Landau equation and the 3/2-volatility model from ...
Beyn, Wolf-Jürgen +2 more
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An implicit, conservative, zonal-boundary scheme for Euler equation calculations [PDF]
Computers & Fluids, 1985 A ``zonal,'' or ``patched-grid,'' approach is one in which the flow region of interest is divided into subregions which are then discretized independently, using existing grid generators. The equations of motion are integrated in each subregion in conjunction with zonal-boundary schemes which allow proper information transfer across interfaces that ...
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Results in Physics, 2023 The present paper deals with the class of time-delayed, singularly perturbed parabolic reaction–diffusion problems. In the x−t plane, parabolic boundary layers appear on the two lateral sides of the domain when a small parameter is multiplied by the ...
Naol Tufa Negero
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Accurate Numerical Method for Pricing Two-Asset American Put Options
Journal of Function Spaces and Applications, 2013 We develop an accurate finite difference scheme for pricing two-asset American put options. We use the central difference method for space derivatives and the implicit Euler method for the time derivative.
Xianbin Wu
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The implicit Euler scheme for one-sided Lipschitz differential inclusions
Discrete & Continuous Dynamical Systems - B, 2010 We propose a set-valued version of the implicit Euler scheme for relaxed one-sided Lipschitz differential inclusions and prove that the defining implicit inclusions have a well-defined solution. Furthermore, we give a convergence analysis based on stability theorems, which shows that the set-valued implicit Euler method inherits all favourable ...
Beyn, Wolf-Jürgen, Rieger, Janosch
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Time-Implicit Hydrodynamics for Euler Flows*
ESAIM: Proceedings and Surveys, 2014 We consider the Euler equations with gravity source terms, and derive a time-implicit resolution scheme from the explicit one developed by Vides et al. [8].
Van Criekingen Serge +3 more
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Linearly implicit all Mach number shock capturing schemes for the Euler equations [PDF]
Journal of Computational Physics, 2019 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Avgerinos, Stavros +3 more
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BMC Research Notes, 2023 Objective The paper is focused on developing and analyzing a uniformly convergent numerical scheme for a singularly perturbed reaction-diffusion problem with a negative shift.
Ababi Hailu Ejere +3 more
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Weak error expansion of the implicit Euler scheme
, 2013 In this paper, we extend the Talay Tubaro theorem to the implicit Euler scheme.
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The posteriori analysis of the spectral element discretization of the wave equation
Boundary Value ProblemsThis work focuses on discretizing a second-order linear wave equation using the implicit Euler scheme for time discretization and the spectral element method for spatial discretization.
Nejmeddine Chorfi
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