Sciweavers

1028 search results - page 35 / 206
» Stochastic Differential Equations
Sort
View
SIAMSC
2010
145views more  SIAMSC 2010»
14 years 5 months ago
An "hp" Certified Reduced Basis Method for Parametrized Elliptic Partial Differential Equations
We present a new "hp" parameter multi-domain certified reduced basis method for rapid and reliable online evaluation of functional outputs associated with parametrized el...
Jens L. Eftang, Anthony T. Patera, Einar M. R&osla...
MOC
1998
73views more  MOC 1998»
14 years 10 months ago
Efficient Runge-Kutta integrators for index-2 differential algebraic equations
Abstract. In seeking suitable Runge-Kutta methods for differential algebraic equations, we consider singly-implicit methods to which are appended diagonally-implicit stages. Metho...
J. C. Butcher, R. P. K. Chan
MOC
1998
144views more  MOC 1998»
14 years 10 months ago
Convergence of a random walk method for a partial differential equation
Abstract. A Cauchy problem for a one–dimensional diffusion–reaction equation is solved on a grid by a random walk method, in which the diffusion part is solved by random walk...
Weidong Lu
JAT
2008
56views more  JAT 2008»
14 years 11 months ago
Some examples of orthogonal matrix polynomials satisfying odd order differential equations
It is well known that if a finite order linear differential operator with polynomial coefficients has as eigenfunctions a sequence of orthogonal polynomials with respect to a posi...
Antonio J. Durán Guardeño, Manuel D....
IPPS
2009
IEEE
15 years 5 months ago
Dynamic iterations for the solution of ordinary differential equations on multicore processors
In the past few years, there has been a trend of providing increased computing power through greater number of cores on a chip, rather than through higher clock speeds. In order t...
Yanan Yu, Ashok Srinivasan