In this paper a variant of nonlinear exponential Euler scheme is proposed for solving heat conduction problems. The method based on iterations where at each iteration linear initial-value problem has to be solved. We compare the backward combined with iterations. For both methods we show monotonicity and boundedness solutions give sufficient conditions convergence Numerical tests are presented ...

In this paper, we study time discretizations of fully nonlinear parabolic differential equations. Our analysis uses the fact that the linearization along the exact solution is a uniformly sectorial operator. We derive smooth and nonsmooth-data error estimates for the backward Euler method, and we prove convergence for strongly A(θ)stable Runge–Kutta methods. For the latter, the order of converg...

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...

Traditional finite-time convergence theory for numerical methods applied to stochastic differential equations (SDEs) requires a global Lipschitz assumption on the drift and diffusion coefficients. In practice, many important SDE models satisfy only a local Lipschitz property and, since Brownian paths can make arbitrarily large excursions, the global Lipschitz-based theory is not directly releva...

This paper deals with a method for the numerical solution of parabolic initialboundary value problems in two-dimensional polygonal domains Ω which are allowed to be non-convex. The Nitsche finite element method (as a mortar method) is applied for the discretization in space, i.e. non-matching meshes are used. For the discretization in time, the backward Euler method is employed. The rate of con...

In this paper, we derive the exact rate of convergence of some approximation schemes associated to scalar stochastic differential equations driven by a fractional Brownian motion with Hurst index H . We consider two cases. If H > 1/2, the exact rate of convergence of the Euler scheme is determined. We show that the error of the Euler scheme converges almost surely to a random variable, which in...

We consider Lagrangian systems in the limit of infinitely many particles. It is shown that the corresponding discrete action functionals Γ-converge to a continuum action functional acting on probability measures of particle trajectories. Also, the convergence of stationary points of the action is established. Minimizers of the limiting functional and, more generally, limiting distributions of s...

In this paper, we propose an e cient technique for the animation of exible thin objects. Massspring model was employed to represent the exible objects. Many techniques have used the mass-spring model to generate plausible animation of soft objects. The easiest approach to animation with mass-spring model is explicit Euler method, but the explicit Euler method has serious disadvantage that it su...

In this papcr we analyze and compare the lattice Boltzmann equation with the beam scheme in details. We notice the similarity and differences between the lattice Boltzmann equation and the beam scheme. We show that the accuracy of the lattice Boltzmann equation is indeed second order in space. We discuss the advantages and limitations of lattice Boltzmann equation and the beam scheme. Based on ...

Kinetic methods for the quantification of substrates offer a number of advantages over equilibrium methods, such as speed and economy. However, in their most commonly practiced form they are liable to error from various sources in addition to those ordinarily encountered in equilibrium methods, owing to variations in enzymic activity between test and standard assays. In certain circumstances th...