We generalise the current theory of optimal strong convergence rates for implicit Euler-based methods by allowing for Poisson-driven jumps in a stochastic differential equation (SDE). More precisely, we show that under one-sided Lipschitz and polynomial growth conditions on the drift coefficient and global Lipschitz conditions on the diffusion and jump coefficients, three variants of backward E...

A convergence analysis is presented for the implicit Euler and Lie splitting schemes when applied to nonlinear parabolic equations with delay. More precisely, we consider a vector field which is the sum of an unbounded dissipative operator and a delay term, where both point delays and distributed delays fit into the framework. Such equations are frequently encountered, e.g. in population dynami...

We study the error induced by the time discretization of a decoupled forwardbackward stochastic differential equations (X,Y,Z). The forward component X is the solution of a Brownian stochastic differential equation and is approximated by a Euler scheme XN with N time steps. The backward component is approximated by a backward scheme. Firstly, we prove that the errors (Y N −Y,ZN −Z) measured in ...

In this paper we study the stability for all positive time of the fully implicit Euler scheme for the two-dimensional Navier–Stokes equations. More precisely, we consider the time discretization scheme and with the aid of the discrete Gronwall lemma and the discrete uniform Gronwall lemma we prove that the numerical scheme is stable.

We show that a mechanical model of a pin-jointed linked structure is exactly equivalent to a symplectic Euler discretisation of a Hamiltonian ODE system. The step-size of this discretisation relates to a mechanical quantity which can take arbitrary values. Thus we may explore the behaviour of the symplectic Euler method in regions not normally considered appropriate for a numerical scheme and i...

*Correspondence: [email protected] School of Applied Science, Beijing Information Science and Technology University, Beijing, 100192, P.R. China Abstract A two-component Bose-Einstein condensate described by two coupled Gross-Pitaevskii (GP) equations in three dimensions is considered, where one equation has dipole-dipole interactions while the other one has only the usual s-wave contact...

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...

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...

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...