This paper examines stability analysis of two classes of improved backward Euler methods, namely split-step $(theta, lambda)$-backward Euler (SSBE) and semi-implicit $(theta,lambda)$-Euler (SIE) methods, for nonlinear neutral stochastic delay differential equations (NSDDEs). It is proved that the SSBE method with $theta, lambdain(0,1]$ can recover the exponential mean-square stability with some...

Keywords: Stochastic differential delay equation (SDDE) Split-step theta scheme Stochastic linear theta scheme Strong convergence rate Exponential mean square stability a b s t r a c t This paper establishes the boundedness, convergence and stability of the two classes of theta schemes, namely split-step theta (SST) scheme and stochastic linear theta (SLT) scheme, for stochastic differential de...

We examine corresponding Cauchy-Riemann equations by using the non-commutativity for the product on split-biquaternions. Additionally, we describe the regularity of functions and properties of their differential equations on split-biquaternions. We investigate representations and calculations of the derivatives of functions of split-biquaternionic variables. c ©2016 all rights reserved.

Split cuts are among the most important and well-understood cuts for general mixed-integer programs. In this paper we consider some recent generalizations of split cuts and compare their relative strength. More precisely, we compare the elementary closures of split, cross, crooked cross and general multi-branch split cuts as well as cuts obtained from multi-row and basic relaxations. We present...

High order splitting schemes with complex timesteps are applied to Kolmogorov backward equations stemming from stochastic differential equations in Stratonovich form. In the setting of weighted spaces, the necessary analyticity of the split semigroups can be easily proved. A numerical example from interest rate theory, the CIR2 model, is considered. The numerical results are robust for drift-do...

Split preorders are preordering relations on a domain whose composition is defined in a particular way by splitting the domain into two disjoint subsets. These relations and the associated composition arise in categorial proof theory in connection with coherence theorems. Here split preorders are represented isomorphically in the category whose arrows are binary relations, where composition is ...

Integer programs defined by two equations with two free integer variables and nonnegative continuous variables have three types of nontrivial facets: split, triangle or quadrilateral inequalities. In this paper, we compare the strength of these three families of inequalities. In particular we study how well each family approximates the integer hull. We show that, in a well defined sense, triang...