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SIAMSC
2008
150views more  SIAMSC 2008»
13 years 4 months ago
Asymptotic Stability of a Jump-Diffusion Equation and Its Numerical Approximation
Asymptotic linear stability is studied for stochastic differential equations (SDEs) that incorporate Poisson-driven jumps and their numerical simulation using Eulertype discretisa...
Graeme D. Chalmers, Desmond J. Higham
SIAMSC
2008
116views more  SIAMSC 2008»
13 years 4 months ago
A New Asymptotic Preserving Scheme Based on Micro-Macro Formulation for Linear Kinetic Equations in the Diffusion Limit
We propose a new numerical scheme for linear transport equations. It is based on a decomposition of the distribution function into equilibrium and non-equilibrium parts. We also us...
Mohammed Lemou, Luc Mieussens
JSCIC
2010
145views more  JSCIC 2010»
12 years 11 months ago
Interior Penalty Continuous and Discontinuous Finite Element Approximations of Hyperbolic Equations
In this paper we present the continuous and discontinuous Galerkin methods in a unified setting for the numerical approximation of the transport dominated advection-reaction equati...
Erik Burman, Alfio Quarteroni, Benjamin Stamm
CDC
2009
IEEE
139views Control Systems» more  CDC 2009»
13 years 2 months ago
Synchronization stability of complex dynamical networks with probabilistic time-varying delays
Abstract-- A kind of complex dynamical networks with timevarying coupling delays is proposed. By some transformation, the synchronization problem of the complex networks is transfe...
Hongjie Li, Dong Yue, Zhou Gu
FOCM
2002
140views more  FOCM 2002»
13 years 4 months ago
Adaptive Wavelet Methods II - Beyond the Elliptic Case
This paper is concerned with the design and analysis of adaptive wavelet methods for systems of operator equations. Its main accomplishment is to extend the range of applicability...
Albert Cohen, Wolfgang Dahmen, Ronald A. DeVore