scholarly journals A transformed stochastic Euler scheme for multidimensional transmission PDE

2021 ◽  
Vol 394 ◽  
pp. 113551
Author(s):  
Pierre Étoré ◽  
Miguel Martinez
Keyword(s):  
Euler Scheme

Time and space meshes adaptivity for the resolution of a semi-linear heat equation

2021 ◽  
pp. 1-10
Author(s):  
Nejmeddine Chorfi
Keyword(s):  
Parabolic Equation ◽  
Heat Equation ◽  
Order Of Convergence ◽  
Linear Parabolic Equation ◽  
Spectral Elements ◽  
Euler Scheme ◽  
Time Step ◽  
Implicit Euler Scheme ◽  
Linear Heat ◽  
Error Indicators

The aim of this work is to highlight that the adaptivity of the time step when combined with the adaptivity of the spectral mesh is optimal for a semi-linear parabolic equation discretized by an implicit Euler scheme in time and spectral elements method in space. The numerical results confirm the optimality of the order of convergence. The later is similar to the order of the error indicators.

Cell-vertex, multigrid Euler scheme for use with multiblock grids

AIAA Journal ◽  
1991 ◽  
Vol 29 (4) ◽  
pp. 507-514 ◽  
Author(s):  
M. T. Arthur ◽  
T. A. Blaylock ◽  
J. M. Anderson
Keyword(s):  
Euler Scheme ◽  
Multiblock Grids

Comparison of Two Time-Integration Algorithms for an Anisotropic Damage Model Coupled with Plasticity

2015 ◽  
Vol 784 ◽  
pp. 292-299 ◽  
Author(s):  
Stephan Wulfinghoff ◽  
Marek Fassin ◽  
Stefanie Reese
Keyword(s):  
Evolution Equations ◽  
Damage Model ◽  
Time Integration ◽  
Three Dimensional ◽  
Anisotropic Damage ◽  
Euler Scheme ◽  
The Finite Element Method ◽  
Time Step ◽  
Implicit Euler Scheme ◽  
Integration Algorithms

In this work, two time integration algorithms for the anisotropic damage model proposed by Lemaitre et al. (2000) are compared. Specifically, the standard implicit Euler scheme is compared to an algorithm which implicitly solves the elasto-plastic evolution equations and explicitly computes the damage update. To this end, a three dimensional bending example is solved using the finite element method and the results of the two algorithms are compared for different time step sizes.

Implicit Euler scheme for an abstract evolution inequality

2011 ◽  
Vol 47 (8) ◽  
pp. 1130-1138 ◽  
Author(s):  
R. Z. Dautov ◽  
A. I. Mikheeva
Keyword(s):  
Euler Scheme ◽  
Implicit Euler Scheme ◽  
Evolution Inequality

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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