Kuznetsov, D. F.
Published in
Computational Mathematics and Mathematical Physics

AbstractA strongly converging method of order 2.5 for Ito stochastic differential equations with multidimensional nonadditive noise based on the unified Taylor–Stratonovich expansion is proposed. The focus is on the approaches and methods of mean square approximation of iterated Stratonovich stochastic integrals of multiplicities 1–5 the numerical ...

Kuznetsov, D. F.
Published in
Computational Mathematics and Mathematical Physics

AbstractThis paper is devoted to the comparative analysis of the efficiency of using the Legendre polynomials and trigonometric functions for the numerical solution of Ito stochastic differential equations under the method of approximating multiple Ito and Stratonovich stochastic integrals based on generalized multiple Fourier series. Using the mul...

Kuznetsov, D. F.
Published in
Computational Mathematics and Mathematical Physics

AbstractThis paper is devoted to the development and application of the Fourier method to the numerical solution of Ito stochastic differential equations. Fourier series are widely used in various fields of applied mathematics and physics. However, the method of Fourier series as applied to the numerical solution of stochastic differential equation...

Nefedov, N. N. Nikulin, E. I. Orlov, A. O.
Published in
Computational Mathematics and Mathematical Physics

AbstractThe article studies a singularly perturbed periodic problem for the parabolic reaction–diffusion equation in the case of a discontinuous source: a nonlinearity describing the reaction (interaction). The case of the existence of an inner transition layer under conditions of an unbalanced and a balanced reaction is considered. An asymptotic a...

Kozhemyachenko, A. A. Petrov, I. B. Favorskaya, A. V. Khokhlov, N. I.
Published in
Computational Mathematics and Mathematical Physics

AbstractThe distribution of the dynamic load on railroad track caused by a moving heavy train is numerically simulated. The track is represented as a multilayered linear elastic medium. A complete system of equations describing the state of a linear elastic body and a system of continuum mechanics equations are solved. The grid-characteristic metho...

Korpusov, M. O. Levashov, A. N. Lukyanenko, D. V.
Published in
Computational Mathematics and Mathematical Physics

AbstractAn analytical-numerical approach is used to study the finite-time blow-up of the solution to the initial boundary-value problem for the nonlinear Klein–Gordon equation. An analytical analysis yields an upper estimate for the blow-up time of the solution with an arbitrary positive initial energy. With the use of this a priori information, th...

Aleksandrov, P. A. Elenin, G. G.
Published in
Computational Mathematics and Mathematical Physics

AbstractA new numerical method for solving the Cauchy problem for Hamiltonian systems is tested in detail as applied to two benchmark problems: the one-dimensional motion of a point particle in a cubic potential field and the Kepler problem. The global properties of the resulting approximate solutions, such as symplecticity, time reversibility, tot...

Bagapsh, A. O.
Published in
Computational Mathematics and Mathematical Physics

AbstractThe Dirichlet problem for a strongly elliptic system of the second order with constant coefficients in the domain with a piecewise smooth boundary and piecewise continuous boundary data is considered. The behavior near the jump point of the boundary function is shown.

Ashabokov, B. A. Khibiev, A. Kh. Shkhanukov-Lafishev, M. Kh.
Published in
Computational Mathematics and Mathematical Physics

AbstractA locally one-dimensional scheme for a general parabolic equation in a \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p$$\end{document}-dimensional parallelepi...

Solov’ev, V. V.
Published in
Computational Mathematics and Mathematical Physics

AbstractThe inverse problem of determining a source in the one-dimensional heat equation in the case of a Dirichlet boundary value problem is investigated. The trace of the solution of the direct problem on straight-line segments inside the domain at the final time is specified as overdetermination (i.e., additional information on the solution of t...