Numerical methods for solving Ordinary Differential Equations (ODEs) have received considerable attention in recent years. In this paper a piecewise-linearized algorithm based on Krylov subspaces for solving Initial Value ...
Geiser, Jürgen; Hueso Pagoaga, José Luís; Martínez Molada, Eulalia(Elsevier, 2017)
[EN] In this paper we propose some modifications in the schemes for the iterative splitting techniques defined in Geiser (2009) for partial differential equations and introduce the parallel version of these modified ...
This paper deals with the construction of numerical methods of random initial value problems. Random linear multistep methods are presented and sufficient conditions for their mean square convergence are established. Main ...
Cortés López, Juan Carlos; Jódar Sánchez, Lucas Antonio; Villafuerte Altuzar, Laura; Company Rossi, Rafael(Elsevier, 2011-10)
This paper deals with the construction of a numerical solution of random initial value problems by means of a random improved Euler method. Conditions for the mean square convergence of the proposed method are established. ...
Tung, Michael Ming-Sha(Universitat Politècnica de València, 2013-09-02)
El objetivo de esta tesis doctoral es desarrollar nuevos métodos basados en splines para la resolución de sistemas de ecuaciones diferenciales del tipo
Y'(x)=f(x,Y(x)) , a<x<b
Y(a)=Y_a (1)
donde Y_a, Y(x) ...
We consider time-averaging methods based on the Magnus series expansion jointly with exponential integrators for the numerical integration of general linear non-homogeneous differential equations. The schemes can be ...