Stability analysis of the BDF slowest first multirate methods This paper deals with the stability analysis of the BDF Slowest first multirate time-integration methods which are applied to the transient analysis of circuit models. From an asymptotic analysis it appears that these methods are indeed stable if the subsystems are stable and weakly coupled. Index 1. Introduction 1.1. Partition of th...

We propose and study a numerical method for time discretization of linear and semilinear integro-partial differential equations that are intermediate between diffusion and wave equations, or are subdiffusive. The method uses convolution quadrature based on the second-order backward differentiation formula. Second-order error bounds of the time discretization and regularity estimates for the sol...

We extend some results on time-homogeneous processes generated by divergence form operators to timeinhomogeneous ones. These results concern the decomposition of such processes as Dirichlet process, with an explicit expression for the term of zero-quadratic variation. Moreover, we extend some results on the Itô formula and BSDEs related to weak solutions of PDEs, and we study the case of quasi-...

<p style='text-indent:20px;'>This paper is concerned with a Stackelberg game of backward stochastic differential equations (BSDEs) partial information, where the information follower sub-<inline-formula><tex-math id="M1">\begin{document}$ \sigma $\end{document}</tex-math></inline-formula>-algebra that leader. Necessary and sufficient conditions optimality for leade...

in this paper, we consider the construction of a new class ofnumerical methods based on the backward differentiation formulas(bdfs) that be equipped by including two off--step points. werepresent these methods from general linear methods (glms) pointof view which provides an easy process to improve their stabilityproperties and implementation in a variable stepsize mode. thesesuperiorities are ...

Solving Ordinary Differential Equations (ODEs) by using Partitioning Block Intervalwise (PBI) technique is our aim in this paper. The PBI technique is based on Block Adams Method and Backward Differentiation Formula (BDF). Block Adams Method only use the simple iteration for solving while BDF requires Newtonlike iteration involving Jacobian matrix of ODEs which consumes a considerable amount of...

We determine new, more favourable, and in a sense optimal, multipliers for the threeand five-step backward difference formula (BDF) methods. We apply the new multipliers to establish stability of these methods as well as of their implicit–explicit counterparts for parabolic equations by energy techniques, under milder conditions than the ones recently imposed in [4, 1].