On stiff problems via Dirichlet forms
نویسندگان
چکیده
منابع مشابه
Averaging via Dirichlet Forms
We study diffusion processes driven by a Brownian motion with regular drift in a finite dimension setting. The drift has two components on different time scales, a fast conservative component and a slow dissipative component. Using the theory of Dirichlet form and Mosco-convergence we obtain simpler proofs, interpretations and new results of the averaging principle for such processes when we sp...
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In this article, a new scheme inspired from collocation method is presented for numerical solution of stiff initial-value problems and Fredholm integral equations of the first kind based on the derivatives of residual function. Then, the error analysis of this method is investigated by presenting an error bound. Numerical comparisons indicate that the presented method yields accur...
متن کاملAveraging principle for diffusion processes via Dirichlet forms
We study diffusion processes driven by a Brownian motion with regular drift in a finite dimension setting. The drift has two components on different time scales, a fast conservative component and a slow dissipative component. Using the theory of Dirichlet form and Mosco-convergence we obtain simpler proofs, interpretations and new results of the averaging principle for such processes when we sp...
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We study not necessarily self-similar Dirichlet forms on the Sierpiński gasket that can be described as limits of compatible resistance networks on the sequence of graphs approximating the gasket. We describe the compatibility conditions in detail, and we also present an alternative description, based on just 3 conductance values and the 3-dimensional space of harmonic functions. In addition, w...
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ژورنال
عنوان ژورنال: Annales de l'Institut Henri Poincaré, Probabilités et Statistiques
سال: 2020
ISSN: 0246-0203
DOI: 10.1214/19-aihp1028