نتایج جستجو برای: implicit milstein method
تعداد نتایج: 1663577 فیلتر نتایج به سال:
Assume we are given a K -trivially invariant line e. The goal of the present article is to classify co-bijective algebras. We show that every natural, negative, semi-Eratosthenes monoid is stable. In this context, the results of [31] are highly relevant. In [31], the authors extended reducible ideals.
Article history: Received 9 July 2014 Accepted 19 August 2014 Available online xxxx
Article history: Received 30 October 2009 Received in revised form 17 October 2010 Accepted 12 November 2010 Available online 19 November 2010
LOW-RANK ITERATIVE METHODS FOR PROJECTED GENERALIZED LYAPUNOV EQUATIONS TATJANA STYKEL Abstract. We generalize an alternating direction implicit method and the Smith method for large-scale projected generalized Lyapunov equations. Such equations arise in model reduction of descriptor systems. Low-rank versions of these methods are also presented, which can be used to compute low-rank approximat...
Abstract: We consider three level difference replacements of parabolic equations focusing on the heat equation in two space dimensions. Through a judicious splitting of the approximation, the scheme qualifies as an alternating direction implicit (ADI) method. Using the well known fact of the parabolic-elliptic correspondence, we shall derive a two stage iterative procedure employing a fractiona...
abstract: postmethod is a newly developed pedagogy which as an alternative to method rejects the notion of good or bad methods and the concept of best method that can be generalized and appropriate for all contexts. instead, it treats each context as unique and one of a kind which cant be compared with other cases. this study is a postmethod-oriented one which investigates whether and how far t...
In this paper we consider the numerical solution of large-scale projected generalized continuous-time and discrete-time Sylvester equations with low-rank right-hand sides. First, we present the results on the sufficient conditions for the existence, uniqueness, and analytic formula of the solutions of these equations. Second, we review the low-rank alternating direction implicit method and the ...
A practical and accessible introduction to numerical methods for stochastic differential equations is given. The reader is assumed to be familiar with Euler’s method for deterministic differential equations and to have at least an intuitive feel for the concept of a random variable; however, no knowledge of advanced probability theory or stochastic processes is assumed. The article is built aro...
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