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Convergence of numerical methods

Strong convergence and stability of implicit numerical methods for stochastic differential equations with non-globally Lipschitz continuous coefficients

Strong convergence and stability of implicit numerical methods for stochastic differential equations with non-globally Lipschitz continuous coefficients

... the numerical SDE theory. The authors proved strong convergence results for one-sided Lipschitz and the linear growth condition on drift and diffusion coefficients, ...for numerical approximations of ...

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Complexity of multilevel Monte Carlo tau-Leaping

Complexity of multilevel Monte Carlo tau-Leaping

... strong convergence results for numerical methods are readily available, but they are not optimal for the Poisson-driven jump systems that we consider ...

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Mean Square Heun’s Method Convergent for Solving Random Differential Initial Value Problems of First Order

Mean Square Heun’s Method Convergent for Solving Random Differential Initial Value Problems of First Order

... global convergence proof was given for stochastic Runge-Kutta me- thods applied to stochastic ordinary differential equations (SODEs) of Stratonovich ...square convergence of this ...approximation ...

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Numerical Methods for Advection Problem

Numerical Methods for Advection Problem

... Lax-Wendroff methods, but also to discover the importance of these methods in the numerical resolution of the advection ...a numerical resolution of the advection problem using finite ...

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Stochastic Runge-Kutta method for stochastic delay differential equations

Stochastic Runge-Kutta method for stochastic delay differential equations

... of numerical approximation to the strong solution of SDDEs is just relied on the truncating of stochastic Taylor expansions, up to ...the convergence rate greater than ...a numerical method of ...

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Numerical Methods in Engineering with Python.pdf

Numerical Methods in Engineering with Python.pdf

... solution has been obtained. It thus appears that the conjugate gradient algorithm is not an iterative method at all, since it reaches the exact solution after ncomputational cycles. In practice, however, ...

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Convergence rate of numerical solutions to SFDEs with jumps

Convergence rate of numerical solutions to SFDEs with jumps

... strong convergence of EM numerical solutions, while revealing convergence rate under a global Lipschitz ...on numerical methods for SFDEs with ...

14

Numerical Methods for Finance - Free Computer, Programming, Mathematics, Technical Books, Lecture Notes and Tutorials

Numerical Methods for Finance - Free Computer, Programming, Mathematics, Technical Books, Lecture Notes and Tutorials

... the numerical scheme. A necessary condition for the convergence of the numerical solutions to the continuous solution is that the local truncation error tends to zero as the step size goes to ...

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Positivity-preserving nonstandard finite difference Schemes for simulation of advection-diffusion reaction equations

Positivity-preserving nonstandard finite difference Schemes for simulation of advection-diffusion reaction equations

... their numerical simulations are fundamental importance in gaining the correct qualitative and quan- titative information on the ...have numerical schemes that preserve the positivity of the solution. ...

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Explicit numerical approximations for stochastic differential equations in finite and infinite horizons : truncation methods, convergence in pth moment, and stability

Explicit numerical approximations for stochastic differential equations in finite and infinite horizons : truncation methods, convergence in pth moment, and stability

... explicit numerical methods have advantages, a couple of modified EM methods have recently been developed for nonlinear ...strong convergence problem for nonlinear ...EM methods still ...

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Convergence rates of the truncated Euler-Maruyama method for stochastic differential equations

Convergence rates of the truncated Euler-Maruyama method for stochastic differential equations

... several numerical methods have been de- veloped to study the strong convergence of the numerical solutions to stochastic differen- tial equations (SDEs) under the local Lipschitz ...These ...

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Particles and biomembranes : a variational PDE approach

Particles and biomembranes : a variational PDE approach

... The equivalent PDEs to the point forces and point constraints problems are fourth order and their weak formulations are posed in subspaces of H 2 (Γ). To produce a finite element method which directly solves these ...

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An optimally efficient technique for the solution of systems of nonlinear parabolic partial differential equations

An optimally efficient technique for the solution of systems of nonlinear parabolic partial differential equations

... the numerical methods that lie behind the software, along with details of their implementation, whilst the second half of the paper illus- trates the flexibility and robustness of the tool by applying it to ...

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Convergence analysis for the equilibrium problems with numerical results

Convergence analysis for the equilibrium problems with numerical results

... Inspired and motivated by the work of Iemoto and Takahashi [], Suwannaut and Kang- tunyakarn [] and related research, we propose an iterative scheme modified from the work of Plubtieng and Punpaeng [] and Ceng et al. ...

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A survey of numerical methods useful in taxonomy - mites

A survey of numerical methods useful in taxonomy - mites

... Thus these methods are useful only with closely related groups of animais, where all the characters being studied occur in sorne form in all the individuals of the [r] ...

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A numerical study of SCF 
		convergence using ANSYS

A numerical study of SCF convergence using ANSYS

... Any disruption in structure causes change in stress flow patterns and it reduces the strength of the structure. Stress concentration always occurs near the discontinuity in structure. It is seen that the analytical ...

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Quadratic spline solution of Calculus of Variation Problems

Quadratic spline solution of Calculus of Variation Problems

... Razzaghi and Marzban [8] introduced a new direct computational method via hybrid of Block-Pulse and Chebyshev functions to solve variational problems. Then, Razzaghi et al. [9, 10] presented direct methods for ...

10

Numerical convergence of the random vortex method for complex flows

Numerical convergence of the random vortex method for complex flows

... convergence is not attained. Second, the computation fails. The rst behaviour is attributed to a lack of accuracy while the second is attributed to a lack of numerical stability. Once the stability ...

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Adaptive numerical methods for PDEs

Adaptive numerical methods for PDEs

... Adaptive methods are an important tool for numerically solving Partial Differential Equations ...adaptive numerical algorithms have been suggested for both elliptic equations and time varying ...adaptive ...

19

Characterization, Stability and Convergence of Hierarchical Clustering Methods

Characterization, Stability and Convergence of Hierarchical Clustering Methods

... Clustering techniques play a very central role in various parts of data analysis. They can give important clues to the structure of data sets, and therefore suggest results and hypotheses in the underlying science. Many ...

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