Convergence and stability of variable-stepsize variable-formula multistep multiderivative methods [PDF]
, 2018 During the numerical integration of a system of first order differential equations, practical algorithms which use linear multistep formulas try to keep the estimated local truncation error smaller than a user-supplied tolerance. This is usually achieved by allowing for changes in the stepsize and/or the formula being used.
Buls, Gary
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Variable stepsize störmer-cowell methods
Mathematical and Computer Modelling, 2005 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Higinio Ramos, Jesús Vigo-Aguiar
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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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Adaptive stepsize based on control theory for stochastic differential equations [PDF]
, 2004 The numerical solution of stochastic differential equations (SDEs) has been focussed recently on the development of numerical methods with good stability and order properties.
Burrage, P.M. +4 more
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A Variable Step-size CLMS Algorithm and Its Analysis [PDF]
Radioengineering, 2020 In this paper, a hyperbolic tangent variable step-size convex combination of the least mean square (HTVSCLMS) algorithm is proposed and analyzed. This work avoids the compromise between the convergence speed and the steady-state error for two filters in ...
X. Fan, Z. Tan, P. Song, L. Chen
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Variable stepsize variable order multistep methods for stiff ordinary differential equations [PDF]
, 1985 Backward differentiation methods are used extensively for integration of stiff systems of ordinary differential equations. During the integration, the steplength and order are controlled so that the estimated local error is less than some user prescribed
Vijitha-Kumara, Kanaka
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Symplectic difference systems: variable stepsize discretization and discrete quadratic functionals [PDF]
, 2003 Discrete quadratic functionals with variable endpoints for variable stepsize symplectic difference systems are considered. A comprehensive study is presented for characterizing the positivity of such functionals in terms of conjugate intervals, conjoined
Hilscher, Roman, Zeidan, Vera
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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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Almost sure stability of the Euler-Maruyama method with random variable stepsize for stochastic differential equations [PDF]
, 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.
Liu, Wei, Mao, Xuerong
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Long-term stability of variable stepsize approximations of semigroups [PDF]
Mathematics of Computation, 2001 This paper is concerned with the stability of rational one-step approximations of C 0 C_0
Nikolai Bakaev, Alexander Ostermann
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