We show that the time filtered backward Euler method delivers better correct energy and cross-helicity balance in comparison with the backward Euler method. Long-time stability, stability and second order convergence of the method are also proven. The influences of introduced time filter method on ...
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...
The main result of this paper, Theorem6.4, then states that the backward Euler–Maruyama method is convergent of order at least 1/4 with respect to the norm inL^2(\varOmega ;{\mathbf {R}}^d). For the error analysis we rely on techniques for deterministic problems developed in [38]. ...
Based on these a priori estimates, we prove that the backward Euler scheme applied to (2), as well as the corresponding numerical approximation to (1), converges with order one in the uniformly strong sense. Then the boundedness of the inverse moments of the numerical solution is also ...
The composite Euler method for solving stiff stochastic differential equations J. Comput. Appl. Math. (2001) T.H. Tian et al. Implicit Taylor methods for stiff stochastic differential equations Appl. Numer. Math. (2001) J. Alcock et al. A note on the balanced method BIT (2006) K. Burra...
In this paper, a backward Euler method is discussed for the equations ofmotion arising in the 2D Oldroyd model of viscoelastic fluids of order one withthe ... D Goswami,AK Pani - 《Mathematics》 被引量: 5发表: 2012年 The backward problem of a stochastic PDE with bi-harmonic operator driv...
mlambda a modified lambda method for integer least-squares FIRST-ORDER SYSTEM LEAST SQUARES FOR SECOND-ORDER - Purdue… Model Selection and Adaptive Markov chain Monte Carlo for Bayesian Cointegrated VAR model pluto a monte carlo simulation tool for hadronic physics Factor model Monte Carlo methods ...
This property of the explicit Euler method is well-known; however, using BEA, one can provide an estimate of the amount of numerical damping that is introduced up to a certain order of the time step. After these motivating examples, we turn to the backward error analysis of the Newmark ...
This article is devoted to the study of the second-order backward Euler scheme for a class of nonlinear expitaxial growth model. The difference scheme is three-level and can achieve second-order convergency in time and space. The unique solvability, unconditional stability and convergency in ...
By transforming the interlace series type linear differential equation with coefficients containing negative second order power function and arrangement number into the linear differential equation ofsuccessive integral,the theory and method for the general solution of this kind of equation are determined. ...