We describe a method for drawing graph-enhanced Euler diagrams using a three stage method. The first stage is to lay out the underlying Euler diagram using a multicriteria optimizing system. The second stage is to find suitable locations for nodes in the zones of the Euler diagram using a force based method. The third stage is to minimize edge crossings and total edge length by swapping the loc...

This paper is concerned with finding numerical solutions of a flow of ODE solutions. It describes a new method, based on Euler Backward method and interpolation, for finding solutions of autonomous problems. The special aspect is that this method is explicit, and resolves the flow with similar accuracy as Euler Backward method, even when the problem is stiff. An analysis is given of both stabil...

This work is based on the Euler-Seidel matrix method [11] which is related to algorithms, combinatorics and generating functions. This method is quite useful to investigate properties of some special numbers and polynomials. In this paper we consider the Euler-Seidel matrix method for some combinatorial numbers and polynomials. This method is relatively easier than the most of combinatorial met...

Simulation of the Rouse model in flow underlies a great variety of numerical investigations of polymer dynamics, in both entangled melts and solutions and in dilute solution. Typically a simple explicit stochastic Euler method is used to evolve the Rouse model. Here we compare this approach to an operator splitting method, which splits the evolution operator into stochastic linear and determini...

We consider an initialand Dirichlet boundaryvalue problem for a fourth-order linear stochastic parabolic equation, in two or three space dimensions, forced by an additive space-time white noise. Discretizing the space-time white noise a modeling error is introduced and a regularized fourthorder linear stochastic parabolic problem is obtained. Fully-discrete approximations to the solution of the...

We apply the concept of Asymptotic Preserving (AP) schemes [14] to the linearized p−system and discretize the resulting elliptic equation using standard continuous Finite Elements instead of Finite Differences. The fully discrete method is analyzed with respect to consistency, and we compare it numerically with more traditional methods such as Implicit Euler’s method.

In this work, we consider the numerical solution of a distributed order subdiffusion model, arising in the modeling of ultra-slow diffusion processes. We develop a space semidiscrete scheme based on the Galerkin finite element method, and establish error estimates optimal with respect to data regularity in L2(Ω) and H1(Ω) norms for both smooth and nonsmooth initial data. Further, we propose two...

Influenced by Higham, Mao and Stuart [9], several numerical methods have been developed to study the strong convergence of the numerical solutions to stochastic differential equations (SDEs) under the local Lipschitz condition. These numerical methods include the tamed Euler–Maruyama (EM) method, the tamed Milstein method, the stopped EM, the backward EM, the backward forward EM, etc. Recently,...

We propose an algorithm for the efficient parallel implementation of elastoplastic problems with hardening based on the so-called TFETI (Total Finite Element Tearing and Interconnecting) domain decomposition method. We consider an associated elastoplastic model with the von Mises plastic criterion and the linear isotropic hardening law. Such a model is discretized by the implicit Euler method i...

Influenced by Higham, Mao and Stuart [10], several numerical methods have been developed to study the strong convergence of the numerical solutions to stochastic differential equations (SDEs) under the local Lipschitz condition. These numerical methods include the tamed Euler–Maruyama (EM) method, the tamed Milstein method, the stopped EM, the backward EM, the backward forward EM, etc. In this ...