4) backward differentiation formulae 向后差分法5) backward difference method 后向差分法6) forward-Euler difference method Euler向前差分格式 1. An upwind scheme and forward-Euler difference method are considered for the approximation. 运用迎风格式和Euler向前差分格式进行求解。
Li, and L. Zhang, "An efficient backward Euler time-integration method for nonlinear dynamic analysis of structures," Computers and Structures, vol. 106, pp. 20-28, 2012.T.Y. Liu, C.B. Zhao, Q.B. Li, L.H. Zhang, An efficient backward Euler time-integration method for nonlinear ...
Here, the valueatis not canonically determined. We have to solve a nonlinear equation of the formin each step of the backward Euler method (1.3). However, if, then the sole candidate for a solution is, since otherwise. Butis only a solution if. Therefore, the mappingis not surjective for...
Error estimates of the backward Euler–Maruyama method for multi-valued stochastic differential equations Article Open access 14 September 2021 Author information Authors and Affiliations Département de Mathématiques, Université de Genève, CH-1211 Genève 24, Switzerland; e-mail: Ernst.Hairer@math...
An Euler-type method for the strong approximation of the Cox–Ingersoll–Ross process Proc. R. Soc. Lond. Ser. A Math. Phys. Eng. Sci., 468 (2140) (2012), pp. 1105-1115 CrossrefView in ScopusGoogle Scholar [7] Deya A., Neuenkirch A., Tindel S. A Milstein-type scheme without ...
A Second-Order Diagonally Implicit Runge-Kutta Time-Stepping Method This paper presents a subset of the family of diagonally implicit Runge-Kutta (DIRK) time-stepping methods for finite-difference models of parabolic (diffusion-like) equations. It includes the first-order-accurate Euler implicit (bac...
In this paper it is proved that the solution of the stochastic (vector)-differential equation dx(t) = a(t,x(t))dt + b(t,x(t)) dw(t) can be approximated in a weak sense (convergence of distributions) by the Euler method x$sub:n + l$esub:=... R Janßen - 《Stochastics-...
1 below for convenience): i) Firstly, employing mean-field method, we obtain an auxiliary Problem II. ii) Secondly, by virtue of optimal filter technique, decomposition technique and dimensional-expansion technique, we obtain an optimal (decentralized) control strategy. iii) Finally, applying the ...
2) backward differentiation formulae 向后差分法3) backward differentiation method (BDF) 后向差差分法4) backward Euler method Euler向后差分方法5) backward difference approximation 后向差分近似法6) backward difference implcit 后向差分隐含法...
proposed in [38] the high-order multi-step schemes for FBSDEs, which can keep high-order accuracy while using the Euler method to solve the forward component. This is quite interesting since the use of Euler method can dramatically simplify the entire computations. However, the convergence rate...