Solving euler equations: classical methods and the C1 contraction mapping method revisited

Bibliographic Details
Main Author: Maldonado, Wilfredo Fernando Leiva
Publication Date: 2006
Other Authors: Moreira, Humberto
Language: eng
Source: Repositório Institucional do FGV (FGV Repositório Digital)
Download full: http://hdl.handle.net/10438/24666
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Summary: 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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spelling 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
dc.date.available.fl_str_mv 2018-09-05T16:46:30Z
dc.type.driver.fl_str_mv Article (Journal/Review)
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dc.identifier.uri.fl_str_mv http://hdl.handle.net/10438/24666
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