On the stability of some second order numerical methods for weak approximation of Itô SDEs

2010 ◽  
Vol 57 (1) ◽  
pp. 101-124 ◽  
Author(s):  
Amir Haghighi ◽  
S. Mohammad Hosseini
Keyword(s):  
Numerical Methods ◽  
Second Order ◽  
Weak Approximation ◽  
The Stability

scholarly journals Novel Second-Order Accurate Implicit Numerical Methods for the Riesz Space Distributed-Order Advection-Dispersion Equations

2015 ◽  
Vol 2015 ◽  
pp. 1-14 ◽  
Author(s):  
X. Wang ◽  
F. Liu ◽  
X. Chen
Keyword(s):  
Numerical Methods ◽  
Quadrature Rule ◽  
Second Order ◽  
Riesz Space ◽  
Stability And Convergence ◽  
Dispersion Equations ◽  
Advection Dispersion ◽  
Alternating Direction ◽  
The Stability ◽  
Distributed Order

We derive and analyze second-order accurate implicit numerical methods for the Riesz space distributed-order advection-dispersion equations (RSDO-ADE) in one-dimensional (1D) and two-dimensional (2D) cases, respectively. Firstly, we discretize the Riesz space distributed-order advection-dispersion equations into multiterm Riesz space fractional advection-dispersion equations (MT-RSDO-ADE) by using the midpoint quadrature rule. Secondly, we propose a second-order accurate implicit numerical method for the MT-RSDO-ADE. Thirdly, stability and convergence are discussed. We investigate the numerical solution and analysis of the RSDO-ADE in 1D case. Then we discuss the RSDO-ADE in 2D case. For 2D case, we propose a new second-order accurate implicit alternating direction method, and the stability and convergence of this method are proved. Finally, numerical results are presented to support our theoretical analysis.

scholarly journals ANALYSIS OF STABILITY OF ONE CLASS OF NUMERICAL METHODS OF SECOND ORDER

2019 ◽  
pp. 92-95
Author(s):  
Vasyl Mykhaylovych Zaiats
Keyword(s):  
Numerical Methods ◽  
Second Order ◽  
Stability Conditions ◽  
Difference Formula ◽  
Conservative Systems ◽  
Trapezoid Method ◽  
The Difference ◽  
Analysis Of Stability ◽  
The Stability ◽  
Combined Numerical Methods

The paper deals with the analysis of the stability of a class of second order combined numerical methods based on the trapezoid method and the difference formula, what obtained by the author. The stability conditions for this class of methods are obtained by the example of conservative systems.

Stability of radical anions derived from substituted 5-nitrofurans investigated by ESR spectroscopy

1985 ◽  
Vol 50 (7) ◽  
pp. 1594-1601 ◽  
Author(s):  
Jiří Klíma ◽  
Larisa Baumane ◽  
Janis Stradinš ◽  
Jiří Volke ◽  
Romualds Gavars
Keyword(s):  
Radical Anion ◽  
High Stability ◽  
Esr Spectroscopy ◽  
Reaction Path ◽  
Order Reaction ◽  
Second Order ◽  
Radical Anions ◽  
Second Order Reaction ◽  
Unpaired Electron Density ◽  
The Stability

It has been found that the decay in dimethylformamide and dimethylformamide-water mixtures of radical anions in five of the investigated 5-nitrofurans is governed by a second-order reaction. Only the decay of the radical anion generated from 5-nitro-2-furfural III may be described by an equation including parallel first- and second-order reactions; this behaviour is evidently caused by the relatively high stability of the corresponding dianion, this being an intermediate in the reaction path. The presence of a larger conjugated system in the substituent in position 2 results in a decrease of the unpaired electron density in the nitro group and, consequently, an increase in the stability of the corresponding radical anions.

Numerical methods for solving the first-kind boundary value problem for a linear second-order differential equation with a deviating argument

2017 ◽  
Vol 23 (2) ◽  
Author(s):  
Muhad H. Abregov ◽  
Vladimir Z. Kanchukoev ◽  
Maryana A. Shardanova
Keyword(s):  
Differential Equation ◽  
Numerical Methods ◽  
Finite Difference ◽  
Boundary Value Problem ◽  
Order Differential Equation ◽  
Boundary Value ◽  
Sufficient Conditions ◽  
Second Order ◽  
Deviating Argument ◽  
Second Order Differential Equation

AbstractThis work is devoted to the numerical methods for solving the first-kind boundary value problem for a linear second-order differential equation with a deviating argument in minor terms. The sufficient conditions of the one-valued solvability are established, and the a priori estimate of the solution is obtained. For the numerical solution, the problem studied is reduced to the equivalent boundary value problem for an ordinary linear differential equation of fourth order, for which the finite-difference scheme of second-order approximation was built. The convergence of this scheme to the exact solution is shown under certain conditions of the solvability of the initial problem. To solve the finite-difference problem, the method of five-point marching of schemes is used.

Stability and resonance conditions of second-order fractional systems

2016 ◽  
Vol 24 (4) ◽  
pp. 659-672 ◽  
Author(s):  
Elena Ivanova ◽  
Xavier Moreau ◽  
Rachid Malti
Keyword(s):  
Second Order ◽  
Damping Factor ◽  
Fractional Differentiation ◽  
Resonance Amplitude ◽  
Fractional Systems ◽  
Integral Number ◽  
At Resonance ◽  
Fractional System ◽  
The Stability ◽  
Normalized Gain

The interest of studying fractional systems of second order in electrical and mechanical engineering is first illustrated in this paper. Then, the stability and resonance conditions are established for such systems in terms of a pseudo-damping factor and a fractional differentiation order. It is shown that a second-order fractional system might have a resonance amplitude either greater or less than one. Moreover, three abaci are given allowing the pseudo-damping factor and the differentiation order to be determined for, respectively, a desired normalized gain at resonance, a desired phase at resonance, and a desired normalized resonant frequency. Furthermore, it is shown numerically that the system root locus presents a discontinuity when the fractional differentiation order is an integral number.

scholarly journals PHASE PORTRAIT OF SECOND-ORDER DYNAMIC SYSTEMS

2018 ◽  
Vol 6 (3) ◽  
pp. 252-262 ◽  
Author(s):  
Kaloyan Yankov
Keyword(s):  
Phase Portrait ◽  
Plasma Renin ◽  
Higher Order ◽  
Second Order ◽  
Graphical Form ◽  
Time Behavior ◽  
Long Time ◽  
Phase Plane Method ◽  
The Stability ◽  
Higher Order Differential Equations

The phase portrait of the second and higher order differential equations presents in graphical form the behavior of the solution set without solving the equation. In this way, the stability of a dynamic system and its long-time behavior can be studied. The article explores the capabilities of Mathcad for analysis of systems by the phase plane method. A sequence of actions using Mathcad's operators to build phase portrait and phase trace analysis is proposed. The approach is illustrated by a model of plasma renin activity after treatment of experimental animals with nicardipine. The identified process is a differential equation of the second order. The algorithm is also applicable to systems of higher order.

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