Solving euler equations: classical methods and the C1 contraction mapping method revisited
| Autor(a) principal: | |
|---|---|
| Data de Publicação: | 2006 |
| Outros Autores: | |
| Idioma: | eng |
| Título da fonte: | Repositório Institucional do FGV (FGV Repositório Digital) |
| Texto Completo: | http://hdl.handle.net/10438/24666 https://www.scopus.com/inward/record.uri?eid=2-s2.0-33845393669&partnerID=40&md5=6904fa5f3591a04cd1fe146a0218b68b |
Resumo: | In this paper we describe the classical methods used to solve the Euler equations. Special attention is devoted to the iterative method based on a contraction mapping derived from these equations in Maldonado and Moreira (2003). We test the numerical robustness of this method when it is used in models with sensitiveness to initial conditions. Finally we extend the method to the case of stochastic Euler equations. |
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Maldonado, Wilfredo Fernando LeivaMoreira, HumbertoEscolas::EPGEFGV2018-09-05T16:46:30Z2018-09-05T16:46:30Z20060034-7140http://hdl.handle.net/10438/24666https://www.scopus.com/inward/record.uri?eid=2-s2.0-33845393669&partnerID=40&md5=6904fa5f3591a04cd1fe146a0218b68b2-s2.0-33845393669In this paper we describe the classical methods used to solve the Euler equations. Special attention is devoted to the iterative method based on a contraction mapping derived from these equations in Maldonado and Moreira (2003). We test the numerical robustness of this method when it is used in models with sensitiveness to initial conditions. Finally we extend the method to the case of stochastic Euler equations.Neste artigo descrevemos os métodos clássicos utilizados para resolver as equações de Euler. Dedicamos atenção especial ao método iterativo construído a partir dessas equações, descrito em Maldonado and Moreira (2003). Isto é feito com o intuito de testar a sua robustez em modelos que apresentam sensibilidade às condições iniciais e finalmente, estender o método para o caso de equações de Euler estocásticas.engRevista Brasileira de EconomiaScopusreponame:Repositório Institucional do FGV (FGV Repositório Digital)instname:Fundação Getulio Vargas (FGV)instacron:FGVEconomic dynamicsEuler equationNumerical methodsEconomiaEquilíbrio econômicoLagrange, Equações deSolving euler equations: classical methods and the C1 contraction mapping method revisitedArticle (Journal/Review)info:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/openAccessTEXT2-s2.0-33845393669.pdf.txt2-s2.0-33845393669.pdf.txtExtracted texttext/plain33285https://repositorio.fgv.br/bitstreams/40b473ae-79dc-4804-9a21-f92ba50484a0/download264473dd8fd92bf8176ac7dd60972f1bMD54ORIGINAL2-s2.0-33845393669.pdf2-s2.0-33845393669.pdfapplication/pdf171206https://repositorio.fgv.br/bitstreams/14514ba1-4a94-4149-880d-7b0cb852abc8/download709922bc45a92d99d78fd7e97a4ab049MD51THUMBNAIL2-s2.0-33845393669.pdf.jpg2-s2.0-33845393669.pdf.jpgGenerated Thumbnailimage/jpeg4935https://repositorio.fgv.br/bitstreams/2a133ccd-03a0-45b7-a9b0-25b2ada5f1ed/download0d4213a41a646efb3504bd0e00b4d4e8MD5510438/246662023-11-28 11:18:08.644open.accessoai:repositorio.fgv.br:10438/24666https://repositorio.fgv.brRepositório InstitucionalPRIhttp://bibliotecadigital.fgv.br/dspace-oai/requestopendoar:39742023-11-28T11:18:08Repositório Institucional do FGV (FGV Repositório Digital) - Fundação Getulio Vargas (FGV)false |
| dc.title.eng.fl_str_mv |
Solving euler equations: classical methods and the C1 contraction mapping method revisited |
| title |
Solving euler equations: classical methods and the C1 contraction mapping method revisited |
| spellingShingle |
Solving euler equations: classical methods and the C1 contraction mapping method revisited Maldonado, Wilfredo Fernando Leiva Economic dynamics Euler equation Numerical methods Economia Equilíbrio econômico Lagrange, Equações de |
| title_short |
Solving euler equations: classical methods and the C1 contraction mapping method revisited |
| title_full |
Solving euler equations: classical methods and the C1 contraction mapping method revisited |
| title_fullStr |
Solving euler equations: classical methods and the C1 contraction mapping method revisited |
| title_full_unstemmed |
Solving euler equations: classical methods and the C1 contraction mapping method revisited |
| title_sort |
Solving euler equations: classical methods and the C1 contraction mapping method revisited |
| author |
Maldonado, Wilfredo Fernando Leiva |
| author_facet |
Maldonado, Wilfredo Fernando Leiva Moreira, Humberto |
| author_role |
author |
| author2 |
Moreira, Humberto |
| author2_role |
author |
| dc.contributor.unidadefgv.por.fl_str_mv |
Escolas::EPGE |
| dc.contributor.affiliation.none.fl_str_mv |
FGV |
| dc.contributor.author.fl_str_mv |
Maldonado, Wilfredo Fernando Leiva Moreira, Humberto |
| dc.subject.eng.fl_str_mv |
Economic dynamics Euler equation Numerical methods |
| topic |
Economic dynamics Euler equation Numerical methods Economia Equilíbrio econômico Lagrange, Equações de |
| dc.subject.area.por.fl_str_mv |
Economia |
| dc.subject.bibliodata.por.fl_str_mv |
Equilíbrio econômico Lagrange, Equações de |
| description |
In this paper we describe the classical methods used to solve the Euler equations. Special attention is devoted to the iterative method based on a contraction mapping derived from these equations in Maldonado and Moreira (2003). We test the numerical robustness of this method when it is used in models with sensitiveness to initial conditions. Finally we extend the method to the case of stochastic Euler equations. |
| publishDate |
2006 |
| dc.date.issued.fl_str_mv |
2006 |
| dc.date.accessioned.fl_str_mv |
2018-09-05T16:46:30Z |
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2018-09-05T16:46:30Z |
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Article (Journal/Review) |
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info:eu-repo/semantics/publishedVersion |
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publishedVersion |
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http://hdl.handle.net/10438/24666 https://www.scopus.com/inward/record.uri?eid=2-s2.0-33845393669&partnerID=40&md5=6904fa5f3591a04cd1fe146a0218b68b |
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0034-7140 |
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2-s2.0-33845393669 |
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0034-7140 2-s2.0-33845393669 |
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eng |
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eng |
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Revista Brasileira de Economia |
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info:eu-repo/semantics/openAccess |
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openAccess |
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