On Newton's method for stochastic differential equations
In this note we consider a perturbed mathematical programming problem where both the objective and the constraint functions are polynomial in all underlying decision variables and in the perturbation parameter ε. Recently, the theory of Gröbner bases was used to show that solutions of the system of first order optimality conditions can be represented as Puiseux series in ε in a neighbourhood of ε = 0. In this paper we show that the determination of the branching order and the order of the pole (if...
In this paper, a Dirichlet-Neumann substructuring domain decomposition method is presented for a finite element approximation to the nonlinear Navier-Stokes equations. It is shown that the Dirichlet-Neumann domain decomposition sequence converges geometrically to the true solution provided the Reynolds number is sufficiently small. In this method, subdomain problems are linear. Other version where the subdomain problems are linear Stokes problems is also presented.
In this paper, a Dirichlet-Neumann substructuring domain decomposition method is presented for a finite element approximation to the nonlinear Navier-Stokes equations. It is shown that the Dirichlet-Neumann domain decomposition sequence converges geometrically to the true solution provided the Reynolds number is sufficiently small. In this method, subdomain problems are linear. Other version where the subdomain problems are linear Stokes problems is also presented.
In this paper it is shown how the numerical methods for ordinary differential equations can be adapted to implicit ordinary differential equations. The resulting methods are of the same order as the corresponding methods for ordinary differential equations. The convergence theorem is proved and some numerical examples are given.
The problem of a thin elastic plate, deflection of which is limited below by a rigid obstacle is solved. Using Ahlin's and Ari-Adini's elements on rectangles, the convergence is established and SOR method with constraints is proposed for numerical solution.
The paper deals with numerical simulation of a compressible flow in time-dependent 2D domains with a special interest in medical applications to airflow in the human vocal tract. The mathematical model of this process is described by the compressible Navier-Stokes equations. For the treatment of the time-dependent domain, the arbitrary Lagrangian-Eulerian (ALE) method is used. The discontinuous Galerkin finite element method (DGFEM) is used for the space semidiscretization of the governing equations...
The method proposed here has been devised for solution of the spectral problem for the Lamé wave equation (see [2]), but extended lately to more general problems. This method is based on the phase function concept or the Prüfer angle determined by the Prüfer transformation cotθ(x) = y'(x)/y(x), where y(x) is a solution of a second order self-adjoint o.d.e. The Prüfer angle θ(x) has some useful properties very often being referred to in theoretical research concerning both single- and multi-parameter...
The author defines the numerical solution of a first order ordinary differential equation on a bounded interval in the way covering the general form of the so called one-step methods, proves convergence of the method (without the assumption of continuity of the righthad side) and gives a sufficient condition for the order of convergence to be .