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High order explicit symplectic integrators for the Discrete Non Linear Schrödinger equation
High order explicit symplectic Discrete Non Linear Schrö dinger equation
2011/3/2
We propose a family of reliable symplectic integrators adapted to the Discrete Non–Linear Schr¨odinger equation; based on an idea of Yoshida [12] we can construct high order numerical schemes, that re...
Second order discretization of Backward SDEs
Backward SDEs Second order Numerical analysis
2011/2/28
In [5] the authors suggested a new algorithm for the numerical approximation of a BSDE by merging the cubature method with the first order discretization developed by Bouchard and Touzi [3] and Zhang ...
High order explicit symplectic integrators for the Discrete Non Linear Schrödinger equation
High order explicit symplectic integrators Discrete Non Linear Schrö dinger equation
2010/12/28
We propose a family of reliable symplectic integrators adapted to the Discrete Non–Linear Schr¨odinger equation; based on an idea of Yoshida [12]we can construct high order numerical schemes, that res...
Asymptotics of eigenvalues of high-order differential operator with discrete self-similar weight
eigenvalues of high-order differential operator discrete self-similar weight
2010/12/14
Аннотация. В статье изучается вопрос об асимптотике спектра граничной задачи (−1)n y(2n) − y = 0,y(k)(0) = y(k)(1) = 0, 0 6 k < n,в случае, когда порядок 2n уравнения удовлетворяет нерав...