Error analysis of discrete approximations to bang-bang optimal control problems: the linear case
Error analysis of high-order splitting methods for nonlinear evolutionary Schrödinger equations and application to the MCTDHF equations in electron dynamics
In this work, the error behaviour of high-order exponential operator splitting methods for the time integration of nonlinear evolutionary Schrödinger equations is investigated. The theoretical analysis utilises the framework of abstract evolution equations on Banach spaces and the formal calculus of Lie derivatives. The general approach is substantiated on the basis of a convergence result for exponential operator splitting methods of (nonstiff) order p applied to the multi-configuration time-dependent...
Error analysis of QR algorithms for computing Lyapunov exponents.
Error bounds for eigenvalues and eigenfunctions of some ordinary differential operators by the method of least squares
Error Bounds for Numerical Solutions of Ordinary Differential Equations.
Error Bounds for the Solution of Nonlinear Two-point Boundary Value Problems by Galerkin's Method.
Error controlled regularization by projection.
Error estimates and step-size control for the approximate solution of a first order evolution equation
Error estimates for external approximation of ordinary differential equations and the superconvergence property
A pointwise error estimate and an estimate in norm are obtained for a class of external methods approximating boundary value problems. Dependence of a superconvergence phenomenon on the external approximation method is studied. In this general framework, superconvergence at the knot points for piecewise polynomial external methods is established.
Error estimates for Galerkin reduced-order models of the semi-discrete wave equation
Galerkin reduced-order models for the semi-discrete wave equation, that preserve the second-order structure, are studied. Error bounds for the full state variables are derived in the continuous setting (when the whole trajectory is known) and in the discrete setting when the Newmark average-acceleration scheme is used on the second-order semi-discrete equation. When the approximating subspace is constructed using the proper orthogonal decomposition, the error estimates are proportional to the sums...
Error estimates of a numerical method for a class of nonlinear evolution equations
Error-estimates for the Ritz's method of finding eigenvalues and eigenfunctions
Erweiterung des -Stabilitätsbegriffes auf die Klasse der linearen Mehrschrittblockverfahren.
In der vorliegenden Arbeit wird der -Stabilitätsbegriff von Dahlquist, der die Grundlage für Stabilitätsuntersuchungen bei linearen Mehrschrittverfahren zur Lösung nichtlinearet Anfangswertaufgaben bildet, auf die Klasse der linearen Mehrschrittblockverfahren übertragen. Es wird nachgewiesen, das Blockverfahren, die in diesem Sinne stabil sind, höchstens die Konsistenzordnung 2 haben können.
Estimation of longest stability interval for a kind of explicit linear multistep methods.
Étude numérique des solutions périodiques d'une équation du second ordre
Euler approximation of nonconvex discontinuous differential inclusions.
Euler scheme for SDEs with non-Lipschitz diffusion coefficient : strong convergence
We consider one-dimensional stochastic differential equations in the particular case of diffusion coefficient functions of the form , . In that case, we study the rate of convergence of a symmetrized version of the Euler scheme. This symmetrized version is easy to simulate on a computer. We prove its strong convergence and obtain the same rate of convergence as when the coefficients are Lipschitz.
Euler scheme for SDEs with non-Lipschitz diffusion coefficient: strong convergence
We consider one-dimensional stochastic differential equations in the particular case of diffusion coefficient functions of the form |x|α, α ∈ [1/2,1). In that case, we study the rate of convergence of a symmetrized version of the Euler scheme. This symmetrized version is easy to simulate on a computer. We prove its strong convergence and obtain the same rate of convergence as when the coefficients are Lipschitz.
Euler-Verfahren für neutrale Funktional-Differentialgleichungen.
Evaluating matrix functions for exponential integrators via Carathéodory-Fejér approximation and contour integrals.