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A Higher order and stable method for the numerical integration of Random Differential Equations
(EMAp - Escola de Matemática Aplicada, 2014-11)
Over the last few years there has been a growing and renovated interest in the numerical study of Random Differential Equations (RDEs). On one hand it is motivated by the fact that RDEs have played an important role in the ...
A Numerical method for the semilinear stochastic transport equation
(EMAp - Escola de Matemática Aplicada, 2015)
We propose a new numerical method for the computer simulation of the semi-linear transport equation. Based on the stochastic characteristic method and the Local Linearization technique, we construct an effi cient and stable ...
Stable periodic waves in coupled Kuramoto-Sivashinsky-Korteweg-de Vries equations
(Physical Society Japan, 2002-11-01)
Periodic waves are investigated in a system composed of a Kuramoto-Sivashinsky-Korteweg-de Vries (KS-KdV) equation linearly coupled to an extra linear dissipative one. The model describes, e.g., a two-layer liquid film ...
Stable periodic waves in coupled Kuramoto-Sivashinsky-Korteweg-de Vries equations
(Physical Society Japan, 2002-11-01)
Periodic waves are investigated in a system composed of a Kuramoto-Sivashinsky-Korteweg-de Vries (KS-KdV) equation linearly coupled to an extra linear dissipative one. The model describes, e.g., a two-layer liquid film ...
Local Linearization-Runge-Kutta methods: a class of A-stable explicit integrators for dynamical systems
(Pergamon-Elsevier Science Ltd, 2013-02)
A new approach for the construction of high order A-stable explicit integrators for ordinary differential equations (ODEs) is theoretically studied. Basically, the integrators are obtained by splitting, at each time step, ...
Statistical moments of the random linear transport equation
(Academic Press Inc Elsevier ScienceSan DiegoEUA, 2008)
On the stable hole solutions in the complex Ginzburg-Landau equation
(ELSEVIER SCIENCE BV, 2005-10-01)
We show numerically that the one-dimensional quintic complex Ginzburg-Landau equation admits four different types of stable hole solutions. We present a simple analytic method which permits to calculate the region of ...