## Found 190 Documents (Results 1–100)

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### An efficient numerical method based on Euler wavelets for solving fractional order pantograph Volterra delay-integro-differential equations. (English)Zbl 07472412

MSC:  65T60 65R20 26A33
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### Convergence and stability of modified partially truncated Euler-Maruyama method for nonlinear stochastic differential equations with Hölder continuous diffusion coefficient. (English)Zbl 1483.65018

MSC:  65C30 60H10
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### Solving the discrete Euler-Arnold equations for the generalized rigid body motion. (English)Zbl 1479.90197

MSC:  90C30 90C90
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### Analysis of the Euler and trapezoidal discretization methods for the numerical solution of nonlinear functional Volterra integral equations of Urysohn type. (English)Zbl 1472.65162

MSC:  65R20 45D05
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### Multirate implicit Euler schemes for a class of differential-algebraic equations of index-1. (English)Zbl 1458.65103

MSC:  65L80 65L05
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### Complete backward Euler numerical scheme for general SFDEs with exponential stability under the polynomial growth condition. (English)Zbl 1460.65009

MSC:  65C30 34K50
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### Strong convergence analysis for Volterra integro-differential equations with fractional Brownian motions. (English)Zbl 1451.60079

MSC:  60H35 91B70
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### Delay dependent asymptotic mean square stability analysis of the stochastic exponential Euler method. (English)Zbl 07241398

MSC:  65C30 60H35
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### Euler-Maruyama scheme for Caputo stochastic fractional differential equations. (English)Zbl 1455.60090

MSC:  60H35 60H20 65C30
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### An Euler-Maruyama method for diffusion equations with discontinuous coefficients and a family of interface conditions. (English)Zbl 1443.60059

MSC:  60H10 60J60 65C30
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### Two-dimensional wavelets operational method for solving Volterra weakly singular partial integro-differential equations. (English)Zbl 1425.65213

MSC:  65R20 35R09 11B68
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### Theoretical and numerical analysis of the Euler-Maruyama method for generalized stochastic Volterra integro-differential equations. (English)Zbl 07126141

MSC:  65-XX 60-XX
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### Convergence and stability of the backward Euler method for jump-diffusion SDEs with super-linearly growing diffusion and jump coefficients. (English)Zbl 1418.60097

MSC:  60H35 65C20 65C30
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### Strong convergence rates of modified truncated EM methods for neutral stochastic differential delay equations. (English)Zbl 1418.60059

MSC:  60H10 65C30 65L20
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### Asymptotic properties of solutions to fourth order difference equations. (English)Zbl 1416.39001

MSC:  39A10 39A22
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### Comments on “Strong convergence rates for backward Euler on a class of nonlinear jump-diffusion problems”. (English)Zbl 1416.65035

MSC:  65C30 60H10
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### Numerical blow-up analysis of linearly implicit Euler method for nonlinear parabolic integro-differential equations. (English)Zbl 1415.65203

MSC:  65M06 35R09 45K05
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### Razumikhin-type theorems on the moment stability of the exact and numerical solutions for the stochastic pantograph differential equations. (English)Zbl 1415.60062

MSC:  60H10 65L20 65C30
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MSC:  65C30
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### Semi-implicit split-step numerical methods for a class of nonlinear stochastic differential equations with non-Lipschitz drift terms. (English)Zbl 06892255

MSC:  65-XX 60-XX
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### Fuzzy Euler approximation and its local convergence. (English)Zbl 06892254

MSC:  34A07 60A86 65L05
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### Asymptotic exponential stability of modified truncated EM method for neutral stochastic differential delay equations. (English)Zbl 1391.65021

MSC:  65C30 65L20
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### Convergence rate and stability of the truncated Euler-Maruyama method for stochastic differential equations. (English)Zbl 1458.65008

MSC:  65C30 60H10
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### Strong convergence of the partially truncated Euler-Maruyama method for a class of stochastic differential delay equations. (English)Zbl 1444.34099

MSC:  34K50 65C30
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### Strong convergence rates of modified truncated EM method for stochastic differential equations. (English)Zbl 1378.60083

MSC:  60H10 65C30 65L20
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### Tamed EM scheme of neutral stochastic differential delay equations. (English)Zbl 1370.65002

MSC:  65C30 60H10 60H35 34K50 34K28
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MSC:  65C30
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### On the accuracy and efficiency of point-value multiresolution algorithms for solving scalar wave and Euler equations. (English)Zbl 1365.65198

MSC:  65M06 35L05 65M20
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### Strong superconvergence of the Euler-Maruyama method for linear stochastic Volterra integral equations. (English)Zbl 1357.65011

MSC:  65C30 60H20 60H35
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MSC:  60H10
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### Convergence rates of the truncated Euler-Maruyama method for stochastic differential equations. (English)Zbl 1378.65036

MSC:  65C30 60F25 60H10
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### A new spectral method for a class of linear boundary value problems. (English)Zbl 1327.65139

MSC:  65L10 11B68
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### Direct solution of a type of constrained fractional variational problems via an adaptive pseudospectral method. (English)Zbl 1311.65087

MSC:  65K10 49J15 49M37
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### Almost sure exponential stability of the backward Euler-Maruyama scheme for stochastic delay differential equations with monotone-type condition. (English)Zbl 1326.65018

MSC:  65C30 60H10 34K28 34K50
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### Convergence and almost sure exponential stability of implicit numerical methods for a class of highly nonlinear neutral stochastic differential equations with constant delay. (English)Zbl 1315.60070

MSC:  60H10 60H35 65C30
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### Numerical stationary distribution and its convergence for nonlinear stochastic differential equations. (English)Zbl 1310.65009

MSC:  65C30 60H10
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### Stability of analytical and numerical solutions of nonlinear stochastic delay differential equations. (English)Zbl 1293.65011

MSC:  65C30 34K50 60H10
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MSC:  65C30
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### Strong predictor-corrector Euler-Maruyama methods for stochastic differential equations with Markovian switching. (English)Zbl 1259.65006

Reviewer: M. D. Lax
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### Two-dimensional integral-algebraic systems: analysis and computational methods. (English)Zbl 1229.65232

MSC:  65R20 45F15 45D05
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### Convergence analysis of semi-implicit Euler methods for solving stochastic equations with variable delays and random jump magnitudes. (English)Zbl 1221.65022

MSC:  65C30 60H35
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### On the time discretization for the globally modified three dimensional Navier-Stokes equations. (English)Zbl 1350.76046

MSC:  76M25 76D05 65M12 65M22 65M60 35Q30
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### An experimental adaptation of Higdon-type non-reflecting boundary conditions to linear first-order systems. (English)Zbl 1410.76030

MSC:  76B15 76-05 76M20
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### An improvement on the positivity results for 2-stage explicit Runge-Kutta methods. (English)Zbl 1203.65110

MSC:  65L06 34A34 65L05
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### Finite element simulation of compressible particle-laden gas flows. (English)Zbl 1252.76041

MSC:  76M10 76N99 76T99
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### Split-step forward methods for stochastic differential equations. (English)Zbl 1185.60066

MSC:  60H10 60H35 65L20
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### On a graded mesh method for a class of weakly singular Volterra integral equations. (English)Zbl 1172.65071

MSC:  65R20 45E10
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### Numeric treatment of contact discontinuity with multi-gases. (English)Zbl 1166.76034

MSC:  76M12 76N15 76L05
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