Results 181 to 190 of about 1,182 (205)

Variable-stepsize Runge–Kutta methods for stochastic Schrödinger equations

Physics Letters A, 2005
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Wilkie, Joshua, Çetinbaş, Murat
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Advance in the theory of variable stepsize variable formula methods for ordinary differential equations

Proceedings of the conference on Numerical ordinary differential equations, 1989
A theory for the numerical solution of ordinary differential equations with variable stepsize, variable formula methods is given and applied in the selection of methods for solving large systems of ODE's arising in air pollution models.
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Variable Stepsizes in Symmetric Linear Multistep Methods

2001
It is well known the great deal of advantages of integrating reversible systems with symmetric methods. The correct qualitative behaviour is imitated, which leads also to quantitative advantageous properties with respect to the errors and their growth with time.
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Variable stepsize variable formula methods based on predictor-corrector schemes

Applied Numerical Mathematics, 1985
The use of fairly general predictor-corrector (PC) schemes of linear multistep (LM) formulae in the numerical solution of systems of ODE's is considered. It is assumed that both the stepsize and the PC scheme can be varied during the computational process.
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On The Stability of Variable Stepsize Adams Methods in Nordsieck Form

1987
The aim of our paper is to show that the stability of Adams methods can be ascertained under weaker assumptions than the ones given in [5] and [13]. In particular it is proved that (k+1)-value Adams methods remain stable if there exists a fixed p ≥ 0, so that after consecutive arbitrary stepsizes whose number is ≤p, there are at least k-1 steps of ...
Manuel Calvo, Francisco J. Lisbona, Juan I. Montijano   +2 more
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Numerical methods for SDEs - with variable stepsize implementation [PDF]

Efficient numerical solution of stochastic differential equations (SDEs) is important for applications in many fields. One possible way to reduce computational cost is by implementing adaptive stepsize schemes. Fixed stepsize implementations have limitations particularly when the SDEs are stiff as this forces the stepsize to be very small.
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A class of variable stepsize formulas for the parallel solution of ODE's

Mathematics and Computers in Simulation, 1989
Block predictor corrector methods can be used to solve initial value problems of ordinary differential equations. These formulae contain a number of free parameters. Several choices for the values of these parameters have been proposed in the literature in different ways.
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Dissipativity of variable-stepsize Runge-Kutta methods for nonlinear functional differential equations with application to Nicholson’s blowflies models

Communications in Nonlinear Science and Numerical Simulation, 2021
Wansheng Wang, Chengjian Zhang
exaly  

Variable Stepsize Approximations

2006
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A self-adaptive Armijo stepsize strategy with application to traffic assignment models and algorithms

Transportmetrica A: Transport Science, 2013
Anthony Chen, Xiangdong Xu, Seungkyu Ryu   +2 more
exaly