New approach to the numerical solution of forward-backward equations

被引:0
|
作者
Filomena Teodoro
Pedro M. Lima
Neville J. Ford
Patricia M. Lumb
机构
[1] Instituto Superior Técnico,CEMAT
[2] Instituto Politécnico de Setúbal,EST
[3] University of Chester,Department of Mathematics
来源
关键词
Mixed-type functional differential equations; collocation method; theta-method; method of steps; 34K06; 34K28; 65Q05;
D O I
暂无
中图分类号
学科分类号
摘要
This paper is concerned with the approximate solution of functional differential equations having the form: x′(t) = αx(t) + βx(t - 1) + γx(t + 1). We search for a solution x, defined for t ∈ [−1, k], k ∈ ℕ, which takes given values on intervals [−1, 0] and (k-1, k]. We introduce and analyse some new computational methods for the solution of this problem. Numerical results are presented and compared with the results obtained by other methods.
引用
收藏
页码:155 / 168
页数:13
相关论文
共 50 条
  • [31] Rational expectations models: An approach using forward-backward stochastic differential equations
    Yannacopoulos, Athanasios N.
    [J]. JOURNAL OF MATHEMATICAL ECONOMICS, 2008, 44 (3-4) : 251 - 276
  • [32] On the homotopy analysis method for backward/forward-backward stochastic differential equations
    Xiaoxu Zhong
    Shijun Liao
    [J]. Numerical Algorithms, 2017, 76 : 487 - 519
  • [33] Direct versus iterative methods for forward-backward diffusion equations. Numerical comparisons
    López Pouso Ó.
    Jumaniyazov N.
    [J]. SeMA Journal, 2021, 78 (3) : 271 - 286
  • [34] A Numerical Method and its Error Estimates for the Decoupled Forward-Backward Stochastic Differential Equations
    Zhao, Weidong
    Zhang, Wei
    Ju, Lili
    [J]. COMMUNICATIONS IN COMPUTATIONAL PHYSICS, 2014, 15 (03) : 618 - 646
  • [35] On the homotopy analysis method for backward/forward-backward stochastic differential equations
    Zhong, Xiaoxu
    Liao, Shijun
    [J]. NUMERICAL ALGORITHMS, 2017, 76 (02) : 487 - 519
  • [36] Forward-backward stochastic differential equations with delay generators
    Aman, Auguste
    Coulibaly, Harouna
    Dordevic, Jasmina
    [J]. STOCHASTICS AND DYNAMICS, 2023, 23 (02)
  • [37] Forward-Backward Stochastic Differential Equations and their Applications Preface
    Ma, Jin
    Yong, Jiongmin
    [J]. FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS AND THEIR APPLICATIONS, 2007, 1702 : VII - +
  • [38] ON A CLASS OF FORWARD-BACKWARD PARABOLIC EQUATIONS: PROPERTIES OF SOLUTIONS
    Bertsch, Michiel
    Smarrazzo, Flavia
    Tesei, Alberto
    [J]. SIAM JOURNAL ON MATHEMATICAL ANALYSIS, 2017, 49 (03) : 2037 - 2060
  • [39] On a class of forward-backward parabolic equations: Existence of solutions
    Bertsch, Michiel
    Smarrazzo, Flavia
    Tesei, Alberto
    [J]. NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS, 2018, 177 : 46 - 87
  • [40] INTERFACE DYNAMICS IN DISCRETE FORWARD-BACKWARD DIFFUSION EQUATIONS
    Helmers, Michael
    Herrmann, Michael
    [J]. MULTISCALE MODELING & SIMULATION, 2013, 11 (04): : 1261 - 1297