Listagem por palavra-chave "A-stability"

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Local Linearization-Runge-Kutta methods: a class of A-stable explicit integrators for dynamical systems

Cansino, Hugo Alexander de la Cruz; Biscay, R. J.; Jimenez, J. C.; Carbonell, F.
2013-02

A new approach for the construction of high order A-stable explicit integrators for ordinary differential equations (ODEs) is theoretically studied. Basically, the integrators are obtained by splitting, at each time step, ...
Um método de linearização local com passo adaptativo para solução numérica de equações diferenciais estocásticas com ruído aditivo

Maio, Pablo Aguiar de
2015-07-31

In this work we present a new numerical method with adaptive stepsize based on the local linearization approach, to integrate stochastic differential equations with additive noise. We also propose a computational scheme ...