A family of symmetric (hybrid) two step sixth P-stable methods for the accurate numerical integration of second order periodic initial value problems have been considered in this paper. These methods, which require on...A family of symmetric (hybrid) two step sixth P-stable methods for the accurate numerical integration of second order periodic initial value problems have been considered in this paper. These methods, which require only three (new) function evaluation per iteration and per step integration. These methods have minimal local truncation error (LTE) and smaller phase-lag of sixth order than some sixth orders P-stable methods in [1-3,10-11]. The theoretical and numerical results show that these methods in this paper are more accurate and efficient than some methods proposed in [1-3,10].展开更多
In this paper, two families of high accuracy explicit two-step methods with minimal phase-lag are developed for the numerical integration of special secondorder periodic initial-value problems. In comparison with some...In this paper, two families of high accuracy explicit two-step methods with minimal phase-lag are developed for the numerical integration of special secondorder periodic initial-value problems. In comparison with some methods in [1, 4,6], the advantage of these methods has a higher accuracy and minimal phaselag. The methods proposed in this paper can be considered as a generalization of some methods in [1,3,4]. Numerical examples indicate that these new methods are generally more accurate than the methods used in [3,6].展开更多
Let W be a standard Brownian motion,and define Y(t) =∫t 0 ds W(s) as Cauchy' s principal value related to the local time of W.We study some limitresults on lag increments of Y(t) and obtain various results all...Let W be a standard Brownian motion,and define Y(t) =∫t 0 ds W(s) as Cauchy' s principal value related to the local time of W.We study some limitresults on lag increments of Y(t) and obtain various results all of which are related to earlier work by Hanson and Russo in 1 983展开更多
In this paper,we prove some limsup results for increments and lag increments of G(t),which is a stable processe in random scenery.The proofs rely on the tail probability estimation of G(t).
基金State Key Laboratory of Oil/Gas Reservoir Geology and Exploitation (PLN0115).
文摘A family of symmetric (hybrid) two step sixth P-stable methods for the accurate numerical integration of second order periodic initial value problems have been considered in this paper. These methods, which require only three (new) function evaluation per iteration and per step integration. These methods have minimal local truncation error (LTE) and smaller phase-lag of sixth order than some sixth orders P-stable methods in [1-3,10-11]. The theoretical and numerical results show that these methods in this paper are more accurate and efficient than some methods proposed in [1-3,10].
文摘In this paper, two families of high accuracy explicit two-step methods with minimal phase-lag are developed for the numerical integration of special secondorder periodic initial-value problems. In comparison with some methods in [1, 4,6], the advantage of these methods has a higher accuracy and minimal phaselag. The methods proposed in this paper can be considered as a generalization of some methods in [1,3,4]. Numerical examples indicate that these new methods are generally more accurate than the methods used in [3,6].
文摘Let W be a standard Brownian motion,and define Y(t) =∫t 0 ds W(s) as Cauchy' s principal value related to the local time of W.We study some limitresults on lag increments of Y(t) and obtain various results all of which are related to earlier work by Hanson and Russo in 1 983
文摘In this paper,we prove some limsup results for increments and lag increments of G(t),which is a stable processe in random scenery.The proofs rely on the tail probability estimation of G(t).
