Resolution of the implicit Euler scheme for the Navier-Stokes equation through a least-squares method
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DOI: 10.1007/s00211-021-01171-1
Abstract: This work analyzes a least-squares method in order to solve implicit time schemes associated to the 2D and 3D Navier-Stokes system, introduced in 1979 by Bristeau, Glowinksi, Periaux, Perrier and Pironneau. Implicit time schemes reduce… read more here.
Keywords: squares method; least squares; euler scheme; implicit euler ... See more keywords
Weak convergence of Euler scheme for SDEs with low regular drift
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DOI: 10.1007/s11075-021-01206-6
Abstract: In this paper, we investigate the weak convergence rate of Euler-Maruyama’s approximation for stochastic differential equations with low regular drifts. Explicit weak convergence rates are presented if drifts satisfy an integrability condition including discontinuous functions… read more here.
Keywords: low regular; weak convergence; convergence; convergence euler ... See more keywords
Stability of Euler Methods for Fuzzy Differential Equation
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DOI: 10.3390/sym14061279
Abstract: The Liu process is a fuzzy process whose membership function is a symmetric function on an expected value. The object of this paper was a fuzzy differential equation driven by Liu process. Since the existing… read more here.
Keywords: fuzzy euler; equation; euler scheme; stability ... See more keywords