Related papers: Differential Inversion of the Implicit Euler Metho…
Under general conditions, the equation $g(x,y) = 0$ implicitly defines $y$ locally as a function of $x$. In this article, we express divided differences of $y$ in terms of bivariate divided differences of $g$, generalizing a recent result…
In this paper, we develop a numerical algorithm for an inverse problem on determining fractional orders of time derivatives simultaneously in a coupled subdiffusion system. Following the theoretical uniqueness, we reformulate the order…
Solving complex optimization problems in engineering and the physical sciences requires repetitive computation of multi-dimensional function derivatives. Commonly, this requires computationally-demanding numerical differentiation such as…
In this paper we present a formally fourth-order accurate hybrid-variable method for the Euler equations in the context of method of lines. The hybrid-variable (HV) method seeks numerical approximations to both cell-averages and nodal…
This paper deals with the weak error estimates of the exponential Euler method for semi-linear stochastic partial differential equations (SPDEs). A weak error representation formula is first derived for the exponential integrator scheme in…
Coefficient inverse problems related to identifying the right-hand side of an equation with use of additional information is of interest among inverse problems for partial differential equations. When considering non-stationary problems,…
In this paper, a modified Euler-Maruyama (EM) method is constructed for a kind of multi-term Riemann-Liouville stochastic fractional differential equations and the strong convergence order min{1-{\alpha}_m, 0.5} of the proposed method is…
An inverse-free dynamical system is proposed to solve the generalized absolute value equation (GAVE) with a fixed time convergence, where the time of convergence is finite and is uniformly bounded for all initial points. Moreover, an…
In a previous paper it was shown that the Forward Euler method applied to differential inclusions where the right-hand side is a Lipschitz continuous set-valued function with uniformly bounded, compact values, converges with rate one. The…
We propose a new class of semi-implicit methods for solving nonlinear fractional differential equations and study their stability. Several versions of our new schemes are proved to be unconditionally stable by choosing suitable parameters.…
We consider numerical approximations of stochastic differential equations by the Euler method. In the case where the SDE is elliptic or hypoelliptic, we show a weak backward error analysis result in the sense that the generator associated…
We consider the numerical approximation of a generalized fractional Oldroyd-B fluid problem involving two Riemann-Liouville fractional derivatives in time. We establish regularity results for the exact solution which play an important role…
In this paper a variant of nonlinear exponential Euler scheme is proposed for solving nonlinear heat conduction problems. The method is based on nonlinear iterations where at each iteration a linear initial-value problem has to be solved.…
The Inverse Problem for the estimation of a point-wise approximation error occurring at the discretization and solving of the system of partial differential equations is addressed. The set of the differences between the numerical solutions…
In this paper we introduce a randomized version of the backward Euler method, that is applicable to stiff ordinary differential equations and nonlinear evolution equations with time-irregular coefficients. In the finite-dimensional case, we…
Implicit time integration schemes are widely used in computational fluid dynamics numerical codes to speed-up computations. Indeed, implicit schemes usually allow for less stringent time-step stability constraints than their explicit…
In this study, we employ Euler's method and Richardson's extrapolation to solve a triple integral, which is then transformed into a third-order initial value problem. Our objective is to resolve the computational challenges associated with…
As a first step towards the numerical analysis of the stochastic primitive equations of the atmosphere and oceans, we study their time discretization by an implicit Euler scheme. From deterministic viewpoint the 3D Primitive Equations are…
In this paper, we derive entropy estimates for a class of schemes for the Euler equations which present the following features: they are based on the internal energy equation (eventually with a positive corrective term at the righ-hand-side…
We develop entropy dissipative higher order accurate local discontinuous Galerkin (LDG) discretizations coupled with Diagonally Implicit Runge-Kutta (DIRK) methods for nonlinear degenerate parabolic equations with a gradient flow structure.…