874 resultados para implicit enumeration


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"D-1305."

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Mode of access: Internet.

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Mode of access: Internet.

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In this paper we construct implicit stochastic Runge-Kutta (SRK) methods for solving stochastic differential equations of Stratonovich type. Instead of using the increment of a Wiener process, modified random variables are used. We give convergence conditions of the SRK methods with these modified random variables. In particular, the truncated random variable is used. We present a two-stage stiffly accurate diagonal implicit SRK (SADISRK2) method with strong order 1.0 which has better numerical behaviour than extant methods. We also construct a five-stage diagonal implicit SRK method and a six-stage stiffly accurate diagonal implicit SRK method with strong order 1.5. The mean-square and asymptotic stability properties of the trapezoidal method and the SADISRK2 method are analysed and compared with an explicit method and a semi-implicit method. Numerical results are reported for confirming convergence properties and for comparing the numerical behaviour of these methods.

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In this paper, we consider a class of parametric implicit vector equilibrium problems in Hausdorff topological vector spaces where a mapping f and a set K are perturbed by parameters is an element of and lambda respectively. We establish sufficient conditions for the upper semicontinuity and lower semicontinuity of the solution set mapping S : Lambda(1) x A(2) -> 2(X) for such parametric implicit vector equilibrium problems. (c) 2005 Elsevier Ltd. All rights reserved.

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Using generalized collocation techniques based on fitting functions that are trigonometric (rather than algebraic as in classical integrators), we develop a new class of multistage, one-step, variable stepsize, and variable coefficients implicit Runge-Kutta methods to solve oscillatory ODE problems. The coefficients of the methods are functions of the frequency and the stepsize. We refer to this class as trigonometric implicit Runge-Kutta (TIRK) methods. They integrate an equation exactly if its solution is a trigonometric polynomial with a known frequency. We characterize the order and A-stability of the methods and establish results similar to that of classical algebraic collocation RK methods. (c) 2006 Elsevier B.V. All rights reserved.

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