euler scheme
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Author(s):  
Charles-Edouard Bréhier

We consider the long-time behavior of an explicit tamed exponential Euler scheme applied to a class of parabolic semilinear stochastic partial differential equations driven by additive noise, under a one-sided Lipschitz continuity condition. The setting encompasses nonlinearities with polynomial growth. First, we prove that moment bounds for the numerical scheme hold, with at most polynomial dependence with respect to the time horizon. Second, we apply this result to obtain error estimates, in the weak sense, in terms of the time-step size and of the time horizon, to quantify the error to approximate averages with respect to the invariant distribution of the continuous-time process. We justify the efficiency of using the explicit tamed exponential Euler scheme to approximate the invariant distribution, since the computational cost does not suffer from the at most polynomial growth of the moment bounds. To the best of our knowledge, this is the first result in the literature concerning the approximation of the invariant distribution for SPDEs with non-globally Lipschitz coefficients using an explicit tamed scheme.


Author(s):  
Yongqiang Suo ◽  
Chenggui Yuan ◽  
Shao-Qin Zhang

Author(s):  
Bharat Bahadur Thapa ◽  
Samir Shrestha ◽  
Dil Bahadur Gurung

A modified version of the so called Holling-Tanner prey-predator models with prey dependent functional response is introduced. We improved some new results on Holling-Tanner model from Lotka-Volterra model on real ecological systems and studied the stability of this model in the deterministic and stochastic environments. The study was focused on three types of stability, namely, stable node, spiral node, and center. The numerical schemes are employed to get the approximated solutions of the differential equations. We have used Euler scheme to solve the deterministic prey-predator model and we used Euler-Maruyama scheme to solve stochastic prey-predator model.


Author(s):  
Yue Li ◽  
Hongjun Cao

In this paper, a discrete-time Hindmarsh-Rose model is obtained by a nonstandard finite difference (NSFD) scheme. Bifurcation behaviors between the model obtained by the forward Euler scheme and the model obtained by the NSFD scheme are compared. Through analytical and numerical comparisons, much more bifurcations and dynamical behaviors can be obtained and preserved by using the NSFD scheme, in which the integral step size can be chosen larger relatively due to its better stability and convergence than those in the forward Euler scheme. It means that the discretetime model obtained by the NSFD scheme is closer to the original continuous system than the discrete-time model obtained by the forward Euler scheme. These confirmed results can at least guarantee true available numerical results to investigate complex neuron dynamical systems.


Bernoulli ◽  
2021 ◽  
Vol 27 (1) ◽  
pp. 312-347
Author(s):  
Mireille Bossy ◽  
Jean-François Jabir ◽  
Kerlyns Martínez

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