This paper deals with the problem of mean-square stability of numerical methods for solving SDE's. We introduce the notion of the stiff in a mean-square sense system of SDE's, the practical verification of which is not difficult. In the capacity of the investigated family of numerical methods the…
The paper contains short description of ΣΠ-algorithm for the approximation of the function with two independent variables by the sum of products of one-dimensional functions. Some realizations of this algorithm based on the continuous and discrete splines are presented here. Few examples concerning…
The goal of this paper is investigation of the efficiency of iterative preconditioned cojugate gradient methods for solving linear systems of equations which arise in p-h-version of finite element methods. The results of numerical experiments are presented for the model boundary value problem with…
Non-stationary problems of finite element solutions require an efficient generation of sequential meshes with minor changes in density functions of points distribution. The Delaunay meshes sequential generation is studied in terms of successive insertions and removings of points following changes in…
Modern Runge-Kutta method of solving ODE bears a slight resemblance with the classical (explicit) method and is based on the transformation of the differential equation to the integral one. The contents of the mathematical theory was formulated by J.C. Butcher et all. Nevertheless, the technique of…
The transfer of charge carries in a semiconductor device for stationary conditions is described by elliptic differential equations with oscilating coefficients. The uniform convergence of one-dimensional Scharfetter's scheme on the whole interval is shown in this paper.
The paper deals with studying the domain decomposition algorithm on two subdomains, where for one of them, which contains sufficiently small number of nodes, is used explicit scheme with small time step, and for another subdomain may be used effective direct algorithm (for example, subdomain is…
The abstract variational theory of splines in the Hilbert space originated from the well-known paper by M. Atteia (1965) and supported by P.J. Laurent's researches (1968, 1973) is today a well-developed field in the approximation theory. We mean that the forthcoming researches in abstract theory…