In this paper, we propose a symbolic control synthesis method for nonlinear sampled switched systems whose vector fields are one-sided Lipschitz. The main idea is to use an approximate model obtained from the forward Euler method to build a guaranteed control. The benefit of this method is that the error introduced by symbolic modeling is bounded by choosing suitable time and space discretizati...

This paper gives a detailed analysis of the physics of simple pendulum and the equations governing the motion and velocity. The pendulum works in three modes: simple, damped and driving and driving only. The signatures are evaluated and simulated by the means of four different approaches: Euler method, Euler-Cromer method, 2 nd order Runge-kutta method and built-in ODE-23 matlab solver. The sim...

*Correspondence: [email protected] Department of Mathematical Sciences, Tsinghua University, Beijing 100084, China Abstract Uncertain differential equations have been widely applied to many fields especially to uncertain finance. Unfortunately, we cannot always get the analytic solution of uncertain differential equations. Early researchers have put up a numerical method based on t...

A nonstandard numerical scheme has been constructed and analyzed for a mathematical model that describes HIV infection of CD4 T cells. This new discrete system has the same stability properties as the continuous model and, particularly, it preserves the same local asymptotic stability properties. Linearized Stability Theory and Schur-Cohn criteria are used for local asymptotic stability of this...

In this article we discuss a method to complete the correlation matrix in a multi-dimensional stochastic volatility model. We concentrate on the construction of a positive definite correlation matrix. Furthermore we present a numerical integration scheme for this system of stochastic differential equations which improves the approximation quality of the standard Euler-Maruyama method with minim...

As a numerical method for solving ordinary differential equations y′ = f(x, y), the improved Euler method is not assumed to give exact solutions. In this paper we classify all cases where this method gives the exact solution for all initial conditions. We reduce an infinite system of partial differential equations for f(x, y) to a finite system that is sufficient and necessary for the improved ...

We consider planar networks of Euler-Bernoulli beams subject to Neumanntype boundary controls at simple nodes. The object is to minimize a cost functional along some part of the beam structure by the way of dynamic domain decomposition. 224 ESAIM: Proc., Vol. 4, 1998, 223-233

We present a full implementation of the parareal algorithm—an integration technique to solve di erential equations in parallel— in the Julia programming language for a fully general, rst-order, initial-value problem. Our implementation accepts both coarse and ne integrators as functional arguments. We use Euler’s method and another Runge-Kutta integration technique as the integrators in our exp...

Using a class of stochastic Euler and Runge-Kutta methods, we numerically solve a reaction-diffusion equation with additive random excitation. By discretizing the space and the associated stochastic differential system, we present a comparison of the diffusibility behaviors between the schemes above. The model presented here consists of reaction-diffusion equations describing the evolution of t...