J numer anal

Duration: 10min 33sec Views: 1138 Submitted: 04.03.2021
Category: BBW
Tags: j+numer+anal
Data correspond to usage on the plateform after The current usage metrics is available hours after online publication and is updated daily on week days. Open Access. Alessandrini, L. Rondi, E. Rosset and S.

SIAM J. Numer. Anal.

SIAM J. Numer. Anal. | Publons

Download PDF. Khuri 1 , I. Louhichi, A. Received 14 January, ; accepted in revised form 26 January, The scheme enjoys important features such as its high accuracy, reliability, and fast convergence. We analyze and prove convergence of the iterative procedure using the contraction principle. Several numerical examples of fourth order boundary value problems are used to test the proposed method.

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Mean-square and asymptotic stability of numerical methods for stochastic ordinary differential equations. T1 - Mean-square and asymptotic stability of numerical methods for stochastic ordinary differential equations. N2 - Stability analysis of numerical methods for ordinary differential equations ODEs is motivated by the question 'for what choices of stepsize does the numerical method reproduce the characteristics of the test equation? In particular, we show that an extension of the deterministic A-stability property holds.
Anthony P. We show that, contrary to the prevailing view, which claims that this formula is always stable, it actually possesses a subtle instability that seems not to have been noticed before. This instability can be corrected by modifying the formula.