Now showing items 31-40 of 328
Iterative Operator-Splitting Methods with higher order Time-Integration Methods and Applications for Parabolic Partial Differential Equations
In this paper we design higher order time integrators for systems of stiff ordinary differential equations. We could combine implicit Runge-Kutta- and BDF-methods with iterative operator-splitting methods to obtain higher ...
On Halanay-type analysis of exponential stability for the theta-Maruyama method for stochastic delay differential equations
Using an approach that has its origins in work of Halanay, we consider stability in mean square of numerical solutions obtained from the theta-Maruyama discretization of a test stochastic delay differential equation dX(t) ...
Mean-square convergence of stochastic multi-step methods with variable step-size
We study mean-square consistency, stability in the mean-square sense and mean-square convergence of drift-implicit linear multi-step methods with variable step-size for the approximation of the solution of Ito stochastic ...
On linear differential-algebraic equations and linearizations
On the background of a careful analysis of linear DAEs, linearizations of nonlinear index-2 systems are considered. Finding appropriate function spaces and their topologies allows to apply the standard Implicit Function ...
Differentiable Selections of Set-Valued Mappings and Asymptotic Behavior of Random Sets in Infinite Dimensions
We consider set-valued mappings acting between two linear normed spaces and having convex closed images. Our aim is to construct selections with directional differentiability properties up to the second order, using certain ...