نتایج جستجو برای: implicit milstein method
تعداد نتایج: 1663577 فیلتر نتایج به سال:
Fractional differential equations have attracted considerable interest because of their ability to model anomalous transport phenomena. Fractional nonlinear reaction-diffusion models have found numerous applications in patten formation in biology, chemistry, physics and Engineering. Obtaining analytical solutions of fractional nonlinear reaction-diffusion models is difficult, generally numerica...
In this paper we consider the numerical solution of projected generalized continuous-time Lyapunov equations with low-rank right-hand sides. The interest in this problem stems from stability analysis and control problems for descriptor systems including model reduction based on balanced truncation. Two projection methods are proposed for calculating low-rank approximate solutions. One is based ...
A Note on the Alternating Direction Implicit Method for the Numerical Solution of Heat Flow Problems
1. Introduction. In companion papers [l; 6] recently Peaceman, Rachford, and the author introduced a finite difference technique called therein the alternating direction implicit method for approximating the solution of transient and permanent heat flow problems in two space variables. The validity of the method was established only in the case of a rectangular domain. Since then the procedure ...
Low-rank iterative methods of periodic projected Lyapunov equations and their application in model reduction of periodic descriptor systems Low-rank iterative methods of periodic projected Lyapunov equations and their application in model reduction of periodic descriptor systems Abstract We discuss the numerical solution of large-scale sparse projected discrete-time periodic Lyapunov equations ...
The solution of large-scale Lyapunov equations is a crucial problem for several fields of modern applied mathematics, e. g., balanced truncation model order reduction. The low-rank version of the alternating directions implicit method (LR-ADI) is an iterative algorithm that computes approximate lowrank factors of the solution. In order to achieve a fast convergence it requires adequate shift pa...
although explicit and implicit knowledge of language learners are essential to theoretical and pedagogical debates in second language acquisition (sla), little research has addressed the effects of instructional interventions on the two knowledge types (r. ellis, 2005).this study examined the relative effectiveness of explicit and implicit types of form-focused instruction (ffi) on the acquisit...
In the standard approach, particle methods for the Boltzmann equation are obtained using an explicit time discretization of the spatially homogeneous Boltzmann equation. This kind of discretization leads to a restriction on the discretization parameter as well as on the diierential cross section in the case of the general Boltzmann equation. Recently, it was shown, how to construct an implicit ...
We present an extrapolative model of bubbles. In the model, many investors form their demand for a risky asset by weighing two signals—an average of the asset’s past price changes and the asset’s degree of overvaluation. The two signals are in conflict, and investors “waver” over time in the relative weight they put on them. The model predicts that good news about fundamentals can trigger large...
In conclusion, I may point out that Theorem II may be generalized by a weakening of the hypothesis (d) . (1) In the first place, continuity of [a, g] f with respect to the pair of variables a, /3 may be replaced by upper semi-continuity . This generalization requires no change in the proof . (2) This continuity (or upper semi-continuity) with respect to (a, /3) is used only to show that the set...
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