On the long-time stability of a backward Euler scheme for Burgers' equation with polynomial force

2008 ◽  
Vol 24 (6) ◽  
pp. 1371-1387 ◽  
Author(s):  
J.K. Djoko
Keyword(s):  
Burgers Equation ◽  
Euler Scheme ◽  
Time Stability ◽  
Backward Euler Scheme ◽  
Backward Euler ◽  
Long Time ◽  
Long Time Stability

Density and sound velocity measurement by an Anton Paar DSA 5000 density meter: Precision and long-time stability

2021 ◽  
Vol 329 ◽  
pp. 115547
Author(s):  
Zdeněk Wagner ◽  
Magdalena Bendová ◽  
Jan Rotrekl ◽  
Adéla Sýkorová ◽  
Maja Čanji ◽  
...  
Keyword(s):  
Sound Velocity ◽  
Velocity Measurement ◽  
Time Stability ◽  
Long Time ◽  
Long Time Stability

scholarly journals Estimation of the Hurst index of the solutions of fractional SDE with locally Lipschitz drift

2020 ◽  
Vol 25 (6) ◽  
pp. 1059-1078
Author(s):  
Kęstutis Kubilius
Keyword(s):  
Differential Equations ◽  
Positive Solution ◽  
Euler Scheme ◽  
Hurst Index ◽  
Unique Positive Solution ◽  
Backward Euler Scheme ◽  
Asymptotically Normal ◽  
Backward Euler ◽  
Locally Lipschitz ◽  
Strongly Consistent

Strongly consistent and asymptotically normal estimates of the Hurst index H are obtained for stochastic differential equations (SDEs) that have a unique positive solution. A strongly convergent approximation of the considered SDE solution is constructed using the backward Euler scheme. Moreover, it is proved that the Hurst estimator preserves its properties, if we replace the solution with its approximation.

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