Almost sure stability of the Euler-Maruyama method with random variable stepsize for stochastic differential equations [PDF]
Numerical Algorithms, 2016 In this paper, the Euler–Maruyama (EM) method with random variable stepsize is studied to reproduce the almost sure stability of the true solutions of stochastic differential equations.
A Rodkina +21 more
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A Variable Stepsize Implementation for Stochastic Differential Equations [PDF]
SIAM Journal on Scientific Computing, 2003 Summary: Stochastic differential equations (SDEs) arise from physical systems where the parameters describing the system can only be estimated or are subject to noise. Much work has been done recently on developing higher order Runge--Kutta methods for solving SDEs numerically.
Burrage, Pamela, Burrage, Kevin
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An efficient variable stepsize rational method for stiff, singular and singularly perturbed problems
Alexandria Engineering Journal, 2022 In this article, a new iterative method of the rational type having fifth-order of accuracy is proposed to solve initial value problems. The method is self-starting, stable, consistent, and convergent, whereas local truncation error analysis has also ...
Sania Qureshi +5 more
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A0-stability of variable stepsize BDF methods
Journal of Computational and Applied Mathematics, 1993 Die rückwärtigen Differentiationsformeln (BDF-Formeln) auf variablen Gittern werden in der Praxis in verschiedener Weise realisiert: als Formeln mit variablen Koeffizienten, als Formeln mit konstantem führenden Koeffizienten und als Formeln mit Interpolation beim Schrittweitenwechsel.
Calvo, M., Montijano, J.I., Rández, L.
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Attractors under discretizations with variable stepsize
Discrete & Continuous Dynamical Systems - A, 2005 The authors investigate the attractors and study the upper and lower semi-continuity results for generalized discretizations with variable step size. They also discuss the convergence to the exact attractor in the Hausdorff metric space and the connections to pullback attractors in cocycle dynamics.
Garay, Barnabas M., Lee, Keonhee
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The starting procedure in variable-stepsize variable-order PECE codes
Journal of Computational and Applied Mathematics, 1994 A modified starting procedure is proposed which improves on the efficiency of PECE variable stepsize variable order difference formulas for the numerical integration of initial value problems for systems of ordinary differential equations. The new procedure is based on the examinations of the behavior of a bound on the error propagation.
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New generalized variable stepsizes of the CQ algorithm for solving the split feasibility problem
Journal of Inequalities and Applications, 2017 Variable stepsize methods are effective for various modified CQ algorithms to solve the split feasibility problem (SFP). The purpose of this paper is first to introduce two new simpler variable stepsizes of the CQ algorithm.
Peiyuan Wang +3 more
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Multiderivative variable stepsize variable formula methods
Journal of Computational and Applied Mathematics, 1987 Linear multiderivative multistep methods with variable stepsize are given. Consistency, stability and convergence properties are studied.
Patrício, Fernanda, Oliveira, Paula
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An Online Parallel and Distributed Algorithm for Recursive Estimation of Sparse Signals [PDF]
, 2015 In this paper, we consider a recursive estimation problem for linear regression where the signal to be estimated admits a sparse representation and measurement samples are only sequentially available.
Palomar, Daniel P. +3 more
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SPP1 as a Critical Regulator of Cardiac Cell Reprogramming Following Myocardial Infarction Through Single-Cell Transcriptomic Analysis. [PDF]
Hum MutatBackground Cardiovascular mortality remains predominantly driven by acute myocardial infarction (AMI), necessitating comprehensive elucidation of mechanisms governing cardiomyocyte reprogramming for therapeutic advancement. Characterizing molecular dynamics throughout cardiac repair processes presents substantial methodological challenges.
Wang R, Zhang M, Liu X, Li Z, Chen X.
europepmc +2 more sources