نتایج جستجو برای: implicit milstein method
تعداد نتایج: 1663577 فیلتر نتایج به سال:
A new method for structural topology optimization is introduced which employs the Isogeometric Analysis (IA) method. In this approach, an implicit function is constructed over the whole domain by Non-Uniform Rational B-Spline (NURBS) basis functions which are also used for creating the geometry and the surface of solution of the elasticity problem. Inspiration of the level set method zero level...
We have learned that the numerical solution obtained from Euler's method, converges to the exact solution () of the initial value problem ′ = (,), (0) = 0 , as ℎ → 0. We now analyze the convergence of a general one-step method of the form +1 = + ℎΦ(, , ℎ), for some continuous function Φ(, , ℎ). We define the local truncation error of this one-step method by (ℎ) = (+1) − () ℎ − Φ(, (), ℎ). That ...
In this paper, two different finite differences schemes are presented for numerical solution of two-dimensional moving boundary problem. The methods are illustrated by solving sample problem in two-dimensional solidification of the square prism. The finite difference schemes developed for this purpose are based on the method of lines using interpolation polynomials. The fully explicit method de...
We address the problem of computing a low-rank estimate Y of the solution X of the Lyapunov equation AX + XA′ + Q = 0 without computing the matrix X itself. This problem has applications in both the reduced-order modeling and the control of large dimensional systems as well as in a hybrid algorithm for the rapid numerical solution of the Lyapunov equation via the alternating direction implicit ...
The fundamental idea behind all multigrid methods is to compute using diierent scales in order to obliterate error components of diierent scales. Error components can be thought of as waves. A long wave, which has low frequency, on one grid is a short wave, or high frequency, on a coarse enough related grid. A number of iterative methods (e.g., relaxation and alternating direction implicit meth...
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