Related papers: On stability of difference schemes
This work is concerned with the uniform accuracy of implicit-explicit backward differentiation formulas for general linear hyperbolic relaxation systems satisfying the structural stability condition proposed previously by the third author.…
This paper focuses on systems of nonlinear second-order stochastic differential equations with multi-scales. The motivation for our study stems from mathematical physics and statistical mechanics, for examples, Langevin dynamics and…
Stability of linear systems with uncertain bounded time-varying delays is studied under assumption that the nominal delay values are not equal to zero. An input-output approach to stability of such systems is known to be based on the bound…
A stochastic and variational aspect of the Lax-Friedrichs scheme was applied to hyperbolic scalar conservation laws by Soga [arXiv: 1205.2167v1]. The results for the Lax-Friedrichs scheme are extended here to show its time-global stability,…
Higher-order time integration methods that unconditionally preserve the positivity and linear invariants of the underlying differential equation system cannot belong to the class of general linear methods. This poses a major challenge for…
In this paper implicit and explicit exact difference schemes (EDS) for system $\textbf{x}' = A\textbf{x}$ of three linear differential equations with constant coefficients are constructed. Numerical simulations for stiff problem and for…
In this work the stability of perturbed linear time-varying systems is studied. The main features of the problem are threefold. Firstly, the time-varying dynamics is not required to be continuous but allowed to have jumps. Also the system…
We propose second-order implicit-explicit (IMEX) time-stepping schemes for nonlinear fractional differential equations with fractional order $0<\beta<1$. From the known structure of the non-smooth solution and by introducing corresponding…
This paper presents a new class of high order linear ImEx multistep schemes with large regions of unconditional stability. Unconditional stability is a desirable property of a time stepping scheme, as it allows the choice of time step…
We derive a new high-order compact finite difference scheme for option pricing in stochastic volatility models. The scheme is fourth-order accurate in space and second-order accurate in time. Under some restrictions, theoretical results…
Stability is a key property of both forward models and inverse problems, and depends on the norms considered in the relevant function spaces. For instance, stability estimates for hyperbolic partial differential equations are often based on…
New implicit and implicit-explicit time-stepping methods for the wave equation in second-order form are described with application to two and three-dimensional problems discretized on overset grids. The implicit schemes are single step,…
A quasi-second order scheme is developed to obtain approximate solutions of the shallow water equationswith bathymetry. The scheme is based on a staggered finite volume scheme for the space discretization:the scalar unknowns are located in…
For many systems of differential equations modeling problems in science and engineering, there are often natural splittings of the right hand side into two parts, one of which is non-stiff or mildly stiff, and the other part is stiff. Such…
We study the stability of switched systems where the dynamic modes are described by systems of higher-order linear differential equations not necessarily sharing the same state space. Concatenability of trajectories at the switching…
A simple scheme for incompressible, constant density flows is presented, which avoids odd-even decoupling for the Laplacian on a collocated grids. Energy stability is implied by maintaining strict energy conservation. Momentum is conserved.…
The existence, uniqueness, and exponential stability results for mild solutions to the fractional neutral stochastic differential system are presented in this article. To demonstrate the results, the concept of bounded integral contractors…
We propose a new second-order accurate lattice Boltzmann formulation for linear elastodynamics that is stable for arbitrary combinations of material parameters under a CFL-like condition. The construction of the numerical scheme uses an…
We prove structural stability under perturbations for a class of discrete-time dynamical systems near a non-hyperbolic fixed point. We reformulate the stability problem in terms of the well-posedness of an infinite-dimensional nonlinear…
A well-known theorem of Lax and Wendroff states that if the sequence of approximate solutions to a system of hyperbolic conservation laws generated by a conservative consistent numerical scheme converges boundedly a.e. as the mesh parameter…