期刊文献+
共找到1,347篇文章
< 1 2 68 >
每页显示 20 50 100
General Modified Split-Step Balanced Methods for Stiff Stochastic Differential Equations 被引量:1
1
作者 殷政伟 甘四清 李荣德 《Journal of Donghua University(English Edition)》 EI CAS 2013年第3期189-196,共8页
A class of general modified split-step balanced methods proposed in the paper can be applied to solve stiff stochastic differential systems with m-dimensional multiplicative noise. Compared to some other already repor... A class of general modified split-step balanced methods proposed in the paper can be applied to solve stiff stochastic differential systems with m-dimensional multiplicative noise. Compared to some other already reported split-step balanced methods, the drift increment function of the methods can be taken from any chosen ane-step ordinary differential equations (ODEs) solver. The schemes is proved to be strong convergent with order one. For the mean-square stability analysis, the investigation is confined to two cases. Some numerical experiments are reported to testify the performance and the effectiveness of the methods. 展开更多
关键词 split-step balanced methods stiff stochastic differential equations strong convergence mean-square stability
在线阅读 下载PDF
The Convergence Analyzed by Stochastic C-Stability and Stochastic B-Consistency of Split-Step Theta Method for the Stochastic Differential Equations
2
作者 Ping GUO Ye WANG Yining GAO 《Journal of Mathematical Research with Applications》 2025年第3期362-376,共15页
In this paper,the convergence of the split-step theta method for stochastic differential equations is analyzed using stochastic C-stability and stochastic B-consistency.The fact that the numerical scheme,which is both... In this paper,the convergence of the split-step theta method for stochastic differential equations is analyzed using stochastic C-stability and stochastic B-consistency.The fact that the numerical scheme,which is both stochastically C-stable and stochastically B-consistent,is convergent has been proved in a previous paper.In order to analyze the convergence of the split-step theta method(θ∈[1/2,1]),the stochastic C-stability and stochastic B-consistency under the condition of global monotonicity have been researched,and the rate of convergence 1/2 has been explored in this paper.It can be seen that the convergence does not require the drift function should satisfy the linear growth condition whenθ=1/2 Furthermore,the rate of the convergence of the split-step scheme for stochastic differential equations with additive noise has been researched and found to be 1.Finally,an example is given to illustrate the convergence with the theoretical results. 展开更多
关键词 stochastic differential equation stochastic C-stability stochastic B-consistency CONVERGENCE split-step theta method
原文传递
Analysis of regular and chaotic dynamics of the Euler-Bernoulli beams using finite difference and finite element methods 被引量:3
3
作者 J.Awrejcewicz A.V.Krysko +2 位作者 J.Mrozowski O.A.Saltykova M.V.Zhigalov 《Acta Mechanica Sinica》 SCIE EI CAS CSCD 2011年第1期36-43,共8页
Chaotic vibrations of flexible non-linear Euler-Bernoulli beams subjected to harmonic load and with various boundary conditions(symmetric and non-symmetric)are studied in this work.Reliability of the obtained result... Chaotic vibrations of flexible non-linear Euler-Bernoulli beams subjected to harmonic load and with various boundary conditions(symmetric and non-symmetric)are studied in this work.Reliability of the obtained results is verified by the finite difference method(FDM)and the finite element method(FEM)with the Bubnov-Galerkin approximation for various boundary conditions and various dynamic regimes(regular and non-regular).The influence of boundary conditions on the Euler-Bernoulli beams dynamics is studied mainly,dynamic behavior vs.control parameters { ωp,q0 } is reported,and scenarios of the system transition into chaos are illustrated. 展开更多
关键词 euler-Bernoulli beams · Chaos · Finite differ-ence method · Finite element method
在线阅读 下载PDF
The Tamed Euler Method for Random Periodic Solution of Semilinear SDEs with One-sided Lipschitz Coefficient
4
作者 GUO Yujia NIU Yuanling 《数学理论与应用》 2025年第2期22-39,共18页
This paper aims to investigate the tamed Euler method for the random periodic solution of semilinear SDEs with one-sided Lipschitz coefficient.We introduce a novel approach to analyze mean-square error bounds of the n... This paper aims to investigate the tamed Euler method for the random periodic solution of semilinear SDEs with one-sided Lipschitz coefficient.We introduce a novel approach to analyze mean-square error bounds of the novel schemes,without relying on a priori high-order moment bound of the numerical approximation.The expected order-one mean square convergence is attained for the proposed scheme.Moreover,a numerical example is presented to verify our theoretical analysis. 展开更多
关键词 Tamed euler method Random periodic solution One-sided Lipschitz coefficient Order-one mean square convergence
在线阅读 下载PDF
A Comparative Study on Numerical Solutions of Initial Value Problems (IVP) for Ordinary Differential Equations (ODE) with Euler and Runge Kutta Methods
5
作者 Md. Amirul Islam 《American Journal of Computational Mathematics》 2015年第3期393-404,共12页
This paper mainly presents Euler method and fourth-order Runge Kutta Method (RK4) for solving initial value problems (IVP) for ordinary differential equations (ODE). The two proposed methods are quite efficient and pr... This paper mainly presents Euler method and fourth-order Runge Kutta Method (RK4) for solving initial value problems (IVP) for ordinary differential equations (ODE). The two proposed methods are quite efficient and practically well suited for solving these problems. In order to verify the ac-curacy, we compare numerical solutions with the exact solutions. The numerical solutions are in good agreement with the exact solutions. Numerical comparisons between Euler method and Runge Kutta method have been presented. Also we compare the performance and the computational effort of such methods. In order to achieve higher accuracy in the solution, the step size needs to be very small. Finally we investigate and compute the errors of the two proposed methods for different step sizes to examine superiority. Several numerical examples are given to demonstrate the reliability and efficiency. 展开更多
关键词 Initial Value Problem (IVP) euler method Runge Kutta method Error Analysis
在线阅读 下载PDF
Comparative Study on Results of Euler,Improved Euler and Run­ge-Kutta Methods for Solving the Engineering Unknown Problems
6
作者 Khaing Khaing Lwin 《Journal of International Education and Practice》 2020年第3期1-6,共6页
The paper presents the comparative study on numerical methods of Euler method,Improved Euler method and fourth-order Runge-Kutta method for solving the engineering problems and applications.The three proposed methods ... The paper presents the comparative study on numerical methods of Euler method,Improved Euler method and fourth-order Runge-Kutta method for solving the engineering problems and applications.The three proposed methods are quite efficient and practically well suited for solving the unknown engineering problems.This paper aims to enhance the teaching and learning quality of teachers and students for various levels.At each point of the interval,the value of y is calculated and compared with its exact value at that point.The next interesting point is the observation of error from those methods.Error in the value of y is the difference between calculated and exact value.A mathematical equation which relates various functions with its derivatives is known as a differential equation.It is a popular field of mathematics because of its application to real-world problems.To calculate the exact values,the approximate values and the errors,the numerical tool such as MATLAB is appropriate for observing the results.This paper mainly concentrates on identifying the method which provides more accurate results.Then the analytical results and calculates their corresponding error were compared in details.The minimum error directly reflected to realize the best method from different numerical methods.According to the analyses from those three approaches,we observed that only the error is nominal for the fourth-order Runge-Kutta method. 展开更多
关键词 Numerical method euler method Improved euler method Runge-Kutta method Solving the Engineering Problems
在线阅读 下载PDF
The discontinuous Petrov-Galerkin method for one-dimensional compressible Euler equations in the Lagrangian coordinate 被引量:6
7
作者 赵国忠 蔚喜军 郭鹏云 《Chinese Physics B》 SCIE EI CAS CSCD 2013年第5期96-103,共8页
In this paper, a Petrov-Galerkin scheme named the Runge-Kutta control volume (RKCV) discontinuous finite ele- ment method is constructed to solve the one-dimensional compressible Euler equations in the Lagrangian co... In this paper, a Petrov-Galerkin scheme named the Runge-Kutta control volume (RKCV) discontinuous finite ele- ment method is constructed to solve the one-dimensional compressible Euler equations in the Lagrangian coordinate. Its advantages include preservation of the local conservation and a high resolution. Compared with the Runge-Kutta discon- tinuous Galerkin (RKDG) method, the RKCV method is easier to implement. Moreover, the advantages of the RKCV and the Lagrangian methods are combined in the new method. Several numerical examples are given to illustrate the accuracy and the reliability of the algorithm. 展开更多
关键词 compressible euler equations Runge-Kutta control volume discontinuous finite element method Lagrangian coordinate
原文传递
Adaptive split-step Fourier method for simulating ultrashort laser pulse propagation in photonic crystal fibres 被引量:3
8
作者 李曙光 邢光龙 +5 位作者 周桂耀 韩颖 侯蓝田 胡明列 栗岩锋 王清月 《Chinese Physics B》 SCIE EI CAS CSCD 2006年第2期437-443,共7页
In this paper, the generalized nonlinear Schrodinger equation (GNLSE) is solved by an adaptive split-step Fourier method (ASSFM). It is found that ASSFM must be used to solve GNLSE to ensure precision when the sol... In this paper, the generalized nonlinear Schrodinger equation (GNLSE) is solved by an adaptive split-step Fourier method (ASSFM). It is found that ASSFM must be used to solve GNLSE to ensure precision when the soliton selffrequency shift is remarkable and the photonic crystal fibre (PCF) parameters vary with the frequency considerably. The precision of numerical simulation by using ASSFM is higher than that by using split-step Fourier method in the process of laser pulse propagation in PCFs due to the fact that the variation of fibre parameters with the peak frequency in the pulse spectrum can be taken into account fully. 展开更多
关键词 photonic crystal fibre ultrashort laser pulse propagation adaptive split-step Fourier method
原文传递
Geophysical Study: Estimation of Deposit Depth Using Gravimetric Data and Euler Method (Jalalabad Iron Mine, Kerman Province of IRAN) 被引量:5
9
作者 Adel Shirazy Aref Shirazi +2 位作者 Hamed Nazerian Keyvan Khayer Ardeshir Hezarkhani 《Open Journal of Geology》 2021年第8期340-355,共16页
Mineral exploration is done by different methods. Geophysical and geochemical studies are two powerful tools in this field. In integrated studies, the results of each study are used to determine the location of the dr... Mineral exploration is done by different methods. Geophysical and geochemical studies are two powerful tools in this field. In integrated studies, the results of each study are used to determine the location of the drilling boreholes. The purpose of this study is to use field geophysics to calculate the depth of mineral reserve. The study area is located 38 km from Zarand city called Jalalabad iron mine. In this study, gravimetric data were measured and mineral depth was calculated using the Euler method. 1314 readings have been performed in this area. The rocks of the region include volcanic and sedimentary. The source of the mineralization in the area is hydrothermal processes. After gravity measuring in the region, the data were corrected, then various methods such as anomalous map remaining in levels one and two, upward expansion, first and second-degree vertical derivatives, analytical method, and analytical signal were drawn, and finally, the depth of the deposit was estimated by Euler method. As a result, the depth of the mineral deposit was calculated to be between 20 and 30 meters on average. 展开更多
关键词 Geophysical Study Depth Estimation Gravimetric Data euler method Jalalabad Iron Mine
在线阅读 下载PDF
Consistency and Validity of the Mathematical Models and the Solution Methods for BVPs and IVPs Based on Energy Methods and Principle of Virtual Work for Homogeneous Isotropic and Non-Homogeneous Non-Isotropic Solid Continua 被引量:1
10
作者 Karan S. Surana Emilio N. Alverio 《Applied Mathematics》 2020年第7期546-578,共33页
Energy methods and the principle of virtual work are commonly used for obtaining solutions of boundary value problems (BVPs) and initial value problems (IVPs) associated with homogeneous, isotropic and non-homogeneous... Energy methods and the principle of virtual work are commonly used for obtaining solutions of boundary value problems (BVPs) and initial value problems (IVPs) associated with homogeneous, isotropic and non-homogeneous, non-isotropic matter without using (or in the absence of) the mathematical models of the BVPs and the IVPs. These methods are also used for deriving mathematical models for BVPs and IVPs associated with isotropic, homogeneous as well as non-homogeneous, non-isotropic continuous matter. In energy methods when applied to IVPs, one constructs energy functional (<i>I</i>) consisting of kinetic energy, strain energy and the potential energy of loads. The first variation of this energy functional (<em>δI</em>) set to zero is a necessary condition for an extremum of <i>I</i>. In this approach one could use <i>δI</i> = 0 directly in constructing computational processes such as the finite element method or could derive Euler’s equations (differential or partial differential equations) from <i>δI</i> = 0, which is also satisfied by a solution obtained from <i>δI</i> = 0. The Euler’s equations obtained from <i>δI</i> = 0 indeed are the mathematical model associated with the energy functional <i>I</i>. In case of BVPs we follow the same approach except in this case, the energy functional <i>I</i> consists of strain energy and the potential energy of loads. In using the principle of virtual work for BVPs and the IVPs, we can also accomplish the same as described above using energy methods. In this paper we investigate consistency and validity of the mathematical models for isotropic, homogeneous and non-isotropic, non-homogeneous continuous matter for BVPs that are derived using energy functional consisting of strain energy and the potential energy of loads. Similar investigation is also presented for IVPs using energy functional consisting of kinetic energy, strain energy and the potential energy of loads. The computational approaches for BVPs and the IVPs designed using energy functional and principle of virtual work, their consistency and validity are also investigated. Classical continuum mechanics (CCM) principles <i>i.e.</i> conservation and balance laws of CCM with consistent constitutive theories and the elements of calculus of variations are employed in the investigations presented in this paper. 展开更多
关键词 Energy methods Principle of Virtual Work Calculus of Variations euler’s Equation Mathematical Model Classical and Non-Classical Continuum Mechanics
在线阅读 下载PDF
The Semi-implicit Euler Method for Stochastic Pantograph Equations with Jumps 被引量:1
11
作者 MAO Wei HAN Xiu-jing CHEN Bo 《Chinese Quarterly Journal of Mathematics》 CSCD 2011年第3期405-409,共5页
In this paper,we present the semi-implicit Euler(SIE)numerical solution for stochastic pantograph equations with jumps and prove that the SIE approximation solution converges to the exact solution in the mean-square... In this paper,we present the semi-implicit Euler(SIE)numerical solution for stochastic pantograph equations with jumps and prove that the SIE approximation solution converges to the exact solution in the mean-square sense under the Local Lipschitz condition. 展开更多
关键词 stochastic pantograph equations Poisson random measure semi-implicit euler method strong convergence
在线阅读 下载PDF
THE FINITE DIFFERENCE STREAMLINE DIFFUSION METHODS FOR TIME-DEPENDENT CONVECTION-DIFFUSION EQUATIONS 被引量:6
12
作者 孙澈 沈慧 《Numerical Mathematics A Journal of Chinese Universities(English Series)》 SCIE 1998年第1期72-85,共14页
In this paper, two finite difference streamline diffusion (FDSD) schemes for solving two-dimensional time-dependent convection-diffusion equations are constructed. Stability and optimal order error estimati-ions for c... In this paper, two finite difference streamline diffusion (FDSD) schemes for solving two-dimensional time-dependent convection-diffusion equations are constructed. Stability and optimal order error estimati-ions for considered schemes are derived in the norm stronger than L^2-norm. 展开更多
关键词 TIME-DEPENDENT CONVECTION-DIFFUSION equations STREAMLINE diffusion methods euler-FDSD SCHEME Crank-Nicolson-FDSD scheme.
在线阅读 下载PDF
A Preconditioned Gridless Method for Solving Euler Equations at Low Mach Numbers
13
作者 曹骋 陈红全 《Transactions of Nanjing University of Aeronautics and Astronautics》 EI CSCD 2015年第4期399-407,共9页
A preconditioned gridless method is developed for solving the Euler equations at low Mach numbers.The preconditioned system in a conservation form is obtained by multiplying apreconditioning matrix of the type of Weis... A preconditioned gridless method is developed for solving the Euler equations at low Mach numbers.The preconditioned system in a conservation form is obtained by multiplying apreconditioning matrix of the type of Weiss and Smith to the time derivative of the Euler equations,which are discretized using agridless technique wherein the physical domain is distributed by clouds of points.The implementation of the preconditioned gridless method is mainly based on the frame of the traditional gridless method without preconditioning,which may fail to converge for low Mach number simulations.Therefore,the modifications corresponding to the affected terms of preconditioning are mainly addressed.The numerical results show that the preconditioned gridless method still functions for compressible transonic flow simulations and additionally,for nearly incompressible flow simulations at low Mach numbers as well.The paper ends with the nearly incompressible flow over a multi-element airfoil,which demonstrates the ability of the method presented for treating flows over complicated geometries. 展开更多
关键词 gridless method PRECONDITIONING euler equations cloud of points
在线阅读 下载PDF
Two-stage Milstein Methods for Stochastic Differential Equations 被引量:1
14
作者 王鹏 吕显瑞 柳振鑫 《Northeastern Mathematical Journal》 CSCD 2008年第1期63-76,共14页
In this paper we discuss two-stage Miistein methods for solving Ito stochastic differential equations (SDEs). Six fully explicit methods (TSM 1 -- TSM 6) are given in this paper. Their order of strong convergence ... In this paper we discuss two-stage Miistein methods for solving Ito stochastic differential equations (SDEs). Six fully explicit methods (TSM 1 -- TSM 6) are given in this paper. Their order of strong convergence is proved. The stability properties and numerical results show the effectiveness of these methods in the pathwise approximation of Ito SDEs. 展开更多
关键词 stochastic differential equation euler-Maruyama method Milstein method STABILITY strong convergence order
在线阅读 下载PDF
A LAGRANGIAN LATTICE BOLTZMANN METHOD FOR EULER EQUATIONS
15
作者 闫广武 《Acta Mechanica Sinica》 SCIE EI CAS CSCD 1998年第2期186-192,共7页
A Lagrangian lattice Boltzmann method for solving Euler equations is proposed. The key step in formulating this method is the introduction of the displacement distribution function. The equilibrium distribution functi... A Lagrangian lattice Boltzmann method for solving Euler equations is proposed. The key step in formulating this method is the introduction of the displacement distribution function. The equilibrium distribution function consists of macroscopic Lagrangian variables at time steps n and n + 1. It is different from the standard lattice Boltzmann method. In this method the element, instead of each particle, is required to satisfy the basic law. The element is considered as one large particle, which results in simpler version than the corresponding Eulerian one, because the advection term disappears here. Our numerical examples successfully reproduce the classical results. 展开更多
关键词 Lagrangian lattice Boltzmann method displacement distribution functions Lagrangian coordinates euler equations
在线阅读 下载PDF
Sloshing simulation of standing wave with time-independent finite difference method for Euler equations
16
作者 罗志强 陈志敏 《Applied Mathematics and Mechanics(English Edition)》 SCIE EI 2011年第11期1475-1488,共14页
The numerical solutions of standing waves for Euler equations with the nonlinear free surface boundary condition in a two-dimensional (2D) tank are studied. The irregular tank is mapped onto a fixed square domain th... The numerical solutions of standing waves for Euler equations with the nonlinear free surface boundary condition in a two-dimensional (2D) tank are studied. The irregular tank is mapped onto a fixed square domain through proper mapping functions. A staggered mesh system is employed in a 2D tank to calculate the elevation of the transient fluid. A time-independent finite difference method, which is developed by Bang- fuh Chen, is used to solve the Euler equations for incompressible and inviscid fluids. The numerical results agree well with the analytic solutions and previously published results. The sloshing profiles of surge and heave motion with initial standing waves are presented. The results show very clear nonlinear and beating phenomena. 展开更多
关键词 euler equation finite difference method numerical simulation Crank- Nicolson scheme
在线阅读 下载PDF
Variational iteration method for solving compressible Euler equations
17
作者 赵国忠 蔚喜军 +1 位作者 徐云 朱江 《Chinese Physics B》 SCIE EI CAS CSCD 2010年第7期28-34,共7页
This paper applies the variational iteration method to obtain approximate analytic solutions of compressible Euler equations in gas dynamics. This method is based on the use of Lagrange multiplier for identification o... This paper applies the variational iteration method to obtain approximate analytic solutions of compressible Euler equations in gas dynamics. This method is based on the use of Lagrange multiplier for identification of optimal values of parameters in a functional. Using this method, a rapid convergent sequence is produced which converges to the exact solutions of the problem. Numerical results and comparison with other two numerical solutions verify that this method is very convenient and efficient. 展开更多
关键词 variational iteration method compressible euler equations approximate analytic solu-tions Lagrange multiplier
原文传递
Input-to-state stability of Euler-Maruyama method for stochastic delay control systems 被引量:2
18
作者 Shifang Kuang Feiqi Deng Yunjian Peng 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2013年第2期309-317,共9页
This paper develops the mean-square exponential input-to-state stability(exp-ISS) of the Euler-Maruyama(EM) method for stochastic delay control systems(SDCSs).The definition of mean-square exp-ISS of numerical m... This paper develops the mean-square exponential input-to-state stability(exp-ISS) of the Euler-Maruyama(EM) method for stochastic delay control systems(SDCSs).The definition of mean-square exp-ISS of numerical methods is established.The conditions of the exact and EM method for an SDCS with the property of mean-square exp-ISS are obtained without involving control Lyapunov functions or functional.Under the global Lipschitz coefficients and mean-square continuous measurable inputs,it is proved that the mean-square exp-ISS of an SDCS holds if and only if that of the EM method is preserved for a sufficiently small step size.The proposed results are evaluated by using numerical experiments to show their effectiveness. 展开更多
关键词 euler-Maruyama(EM) method exponential inputto-state stability(exp-ISS) numerical solution stochastic delay control system(SDCS) time delay
在线阅读 下载PDF
High Accuracy Split-Step Finite Difference Method for Schrdinger-KdV Equations
19
作者 Feng Liao Lu-Ming Zhang 《Communications in Theoretical Physics》 SCIE CAS CSCD 2018年第10期413-422,共10页
In this article, two split-step finite difference methods for Schrodinger-KdV equations are formulated and investigated. The main features of our methods are based on:(i) The applications of split-step technique for S... In this article, two split-step finite difference methods for Schrodinger-KdV equations are formulated and investigated. The main features of our methods are based on:(i) The applications of split-step technique for Schrodingerlike equation in time.(ii) The utilizations of high-order finite difference method for KdV-like equation in spatial discretization.(iii) Our methods are of spectral-like accuracy in space and can be realized by fast Fourier transform efficiently. Numerical experiments are conducted to illustrate the efficiency and accuracy of our numerical methods. 展开更多
关键词 split-step method SchrSdinger-KdV equations finite difference method fast Fourier transform
原文传递
Mean Square Numerical Methods for Initial Value Random Differential Equations
20
作者 Magdy A. El-Tawil Mohammed A. Sohaly 《Open Journal of Discrete Mathematics》 2011年第2期66-84,共19页
In this paper, the random Euler and random Runge-Kutta of the second order methods are used in solving random differential initial value problems of first order. The conditions of the mean square convergence of the nu... In this paper, the random Euler and random Runge-Kutta of the second order methods are used in solving random differential initial value problems of first order. The conditions of the mean square convergence of the numerical solutions are studied. The statistical properties of the numerical solutions are computed through numerical case studies. 展开更多
关键词 RANDOM Differential Equations Mean SQUARE SENSE Second RANDOM Variable Initial Value Problems RANDOM euler method RANDOM Runge Kutta-2 method
在线阅读 下载PDF
上一页 1 2 68 下一页 到第
使用帮助 返回顶部