Volume 05

High Order Finite Difference Schemes for the Solution of Second Order Initial Value Problems

Issues 1-2 Volume 05

Pierluigi Amodio2, Giuseppina Settanni3 Dipartimento di Matematica, Universit`a di Bari, I-70125 Bari, Italy Received 22 February, 2010; accepted in revised form 13 April, 2010 Abstract: The numerical solution of second order ordinary differential equations with initial conditions is here approached by approximating each derivative by means of a set of finite difference schemes of high […]

Towards a Definition of Equilibration for Markov Chains

Issues 1-2 Volume 05

Robert D. Skeel2 Department of Computer Science, Purdue University, West Lafayette, Indiana 47907-2107, U.S.A. Received 26 February, 2010; accepted in revised form 11 May, 2010 Abstract: Markov chain Monte Carlo methods are very popular for computing expectations. Their efficiency and reliability are subject to two significant drawbacks. The first is the correlation between successive samples.

Computing on Virtual Slow Manifolds of Fast Stochastic Systems

Issues 1-2 Volume 05

C. W. Gear,2 D. Givon and I. G. Kevrekidis Department of Chemical Engineering, Princeton University, Princeton, NJ, USA Received 10 January, 2010; accepted in revised form 20 March, 2010 Abstract: The persistently fast evolutionary behavior of certain differential systems may have intrinsically slow features. We consider systems whose solution trajectories are slowly changing distributions and

The New MATLAB Code bvpsuite for the Solution of Singular Implicit BVPs1

Issues 1-2 Volume 05

G. Kitzhofer, O. Koch, G. Pulverer, Ch. Simon, and E.B. Weinm�uller2 Institute for Analysis and Scientific Computing (E101), Vienna University of Technology, Wiedner Hauptstrasse 8-10, A-1040 Wien, Austria Received 21 January, 2010; accepted in revised form 23 March, 2010 Abstract: Our aim is to provide the open domain MATLAB code bvpsuite for the efficient numerical

B-series and B-series Coefficients

Issues 1-2 Volume 05

J. C. Butcher2 Department of Mathematics, University of Auckland, Auckland, New Zealand Received February 8, 2010; accepted in revised form February 22, 2010. Abstract: B-series, together with the algebraic system which underpins them, are essential tools in the study of properties of numerical methods for evolutionary problems. This paper surveys the properties of these constructs

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