We develop a family of Eulerian-Lagrangian localized adjoint methods for the solution of the initial-boundary value problems for rst-order advection-reaction equations on general multi-dimensional domains. Diierent tracking algorithms, including the Euler and Runge-Kutta algorithms, are used. The derived schemes naturally incorporate innow boundary conditions into their formulations and do not ...

One of the new research fields in plasticity is related to choosing a proper non-associated flow rule (NAFR), instead of the associated one (AFR), to predict the experimental results more accurately. The idea of the current research is derived from combining von Mises and Tresca criteria in the places of yield and plastic potential surfaces in rate-independent plasticity.  This idea is implemen...

We study the Rayleigh-Stokes problem for a generalized second-grade fluid which involves a Riemann-Liouville fractional derivative in time, and present an analysis of the problem in the continuous, space semidiscrete and fully discrete formulations. We establish the Sobolev regularity of the homogeneous problem for both smooth and nonsmooth initial data [Formula: see text], including [Formula: ...

In this talk, we will introduce high accurate numerical schemes for solving forward backward stochastic differential equations (FBSDEs) with jumps. In these schemes, the simplest Euler scheme with only one jump is used to solve the forward stochastic differential equation (SDE), and multistep schemes is used to solve the backward stochastic differential equation (BSDE) with high convergence rat...

Influenced by Higham, Mao and Stuart [10], several numerical methods have been developed to study the strong convergence of the numerical solutions to stochastic differential equations (SDEs) under the local Lipschitz condition. These numerical methods include the tamed Euler–Maruyama (EM) method, the tamed Milstein method, the stopped EM, the backward EM, the backward forward EM, etc. In this ...

*Correspondence: [email protected] School of Applied Science, Beijing Information Science and Technology University, Beijing, 100192, P.R. China Abstract A two-component Bose-Einstein condensate described by two coupled Gross-Pitaevskii (GP) equations in three dimensions is considered, where one equation has dipole-dipole interactions while the other one has only the usual s-wave contact...

Modelling of mechatronical systems often leads to large DAEs with stiff components. In real time simulation neither implicit nor explicit methods can cope with such systems in an efficient way: explicit methods have to employ too small steps and implicit methods have to solve too large systems of equations. A solution of this general problem is to using a method that allows manipulations of the...

We study stability of a numerical method in which the backward Euler method is combined with order one convolution quadrature for approximating the integral term of the linear Volterra integrodifferential equation u′(t) + ∫ t 0 β(t − s)Au(s) ds = 0, t ≥ 0, u(0) = u0, which arises in the theory of linear viscoelasticity. Here A is a positive self-adjoint densely defined linear operator in a real...

Abstract. This paper addresses some numerical and theoretical aspects of dual Schur domain decomposition methods for linear first-order transient partial differential equations. The spatially discrete system of equations resulting from a dual Schur domain decomposition method can be expressed as a system of differential algebraic equations (DAEs). In this work, we consider the trapezoidal famil...