Zobrazeno 1 - 10
of 2 662
pro vyhledávání: '"convergence of numerical methods"'
Autor:
Dai, Lei, Wang, Xiaojie
To obtain strong convergence rates of numerical schemes, an overwhelming majority of existing works impose a global monotonicity condition on coefficients of SDEs. On the contrary, a majority of SDEs from applications do not have globally monotone co
Externí odkaz:
http://arxiv.org/abs/2401.00385
We consider the Navier-Stokes-Fourier system governing the motion of a general compressible, heat conducting, Newtonian fluid driven by random initial/boundary data. Convergence of the stochastic collocation and Monte Carlo numerical methods is shown
Externí odkaz:
http://arxiv.org/abs/2401.05674
Akademický článek
Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.
K zobrazení výsledku je třeba se přihlásit.
Autor:
Droniou, Jerome, Eymard, Robert
Publikováno v:
Numer. Math. 132 (4), pp. 721-766, 2016
Gradient schemes is a framework that enables the unified convergence analysis of many numerical methods for elliptic and parabolic partial differential equations: conforming and non-conforming Finite Element, Mixed Finite Element and Finite Volume me
Externí odkaz:
http://arxiv.org/abs/2003.09067
Autor:
Han, Weimin, Zeng, Shengda
Publikováno v:
In Applied Mathematics Letters July 2019 93:105-110
Autor:
Cheng, Yan1 (AUTHOR), You, Cuilian1 (AUTHOR) yycclian@163.com
Publikováno v:
Journal of Intelligent & Fuzzy Systems. 2020, Vol. 38 Issue 4, p5257-5266. 10p.
In this paper, we study the polynomial stability of analytical solution and convergence of the semi-implicit Euler method for non-linear stochastic pantograph differential equations. Firstly, the sufficient conditions for solutions to grow at a polyn
Externí odkaz:
http://arxiv.org/abs/1502.00061
Autor:
Martins Cavalcanti, Suzane
Distillation is the most widely used (yet highly energy-intensive) industrial separation method and one of the most well-studied chemical engineering processes. However, engineers still often encounter distillation simulation errors while using state
Autor:
Kloeden, Peter, Neuenkirch, Andreas
Publikováno v:
In: Recent Developments in Computational Finance: Foundations, Algorithms and Applications, T. Gerstner and P.E. Kloeden (eds), Interdisciplinary Mathematical Sciences Series, Vol. 14, World Scientific Publishing, Singapur, 2013; pp. 49-80
Many stochastic differential equations that occur in financial modelling do not satisfy the standard assumptions made in convergence proofs of numerical schemes that are given in textbooks, i.e., their coefficients and the corresponding derivatives a
Externí odkaz:
http://arxiv.org/abs/1204.6620
Akademický článek
Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.
K zobrazení výsledku je třeba se přihlásit.