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NUMERICAL ALGORITHMS FOR BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS WITH 1-D BROWNIAN MOTION: CONVERGENCE AND SIMULATIONS 期刊论文
ESAIM-MATHEMATICAL MODELLING AND NUMERICAL ANALYSIS-MODELISATION MATHEMATIQUE ET ANALYSE NUMERIQUE, 2011, 卷号: 45, 期号: 2, 页码: 335-360
作者:  Peng, Shige;  Xu, Mingyu
收藏  |  浏览/下载:130/0  |  提交时间:2018/07/30
Backward stochastic differential equations  reflected stochastic differential equations with one barrier  numerical algorithm  numerical simulation  
Extrapolation and superconvergence of the Steklov eigenvalue problem 期刊论文
ADVANCES IN COMPUTATIONAL MATHEMATICS, 2010, 卷号: 33, 期号: 1, 页码: 25-44
作者:  Li, Mingxia;  Lin, Qun;  Zhang, Shuhua
收藏  |  浏览/下载:133/0  |  提交时间:2018/07/30
The Steklov eigenvalue problem  Graded meshes  Richardson extrapolation  Superconvergence  A posteriori error estimators  
RICHARDSON EXTRAPOLATION AND DEFECT CORRECTION OF FINITE ELEMENT METHODS FOR OPTIMAL CONTROL PROBLEMS 期刊论文
JOURNAL OF COMPUTATIONAL MATHEMATICS, 2010, 卷号: 28, 期号: 1, 页码: 55-71
作者:  Liu, Tang;  Yan, Ningning;  Zhang, Shuhua
收藏  |  浏览/下载:136/0  |  提交时间:2018/07/30
Optimal control problem  Finite element methods  Asymptotic error expansions  Defect correction  A posteriori error estimates  
Uniform optimal-order estimates for finite element methods for advection-diffusion equations 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2009, 卷号: 22, 期号: 4, 页码: 555-559
作者:  Lin, Qun;  Wang, Hong;  Zhang, Shuhua
收藏  |  浏览/下载:135/0  |  提交时间:2018/07/30
Advection-diffusion equation  bilinear finite element method  linear triangular element method  nonconforming finite element method  
SUPERCONVERGENCE ESTIMATES OF FINITE ELEMENT METHODS FOR AMERICAN OPTIONS 期刊论文
APPLICATIONS OF MATHEMATICS, 2009, 卷号: 54, 期号: 3, 页码: 181-202
作者:  Lin, Qun;  Liu, Tang;  Zhang, Shuhua
收藏  |  浏览/下载:133/0  |  提交时间:2018/07/30
American options  variational inequality  finite element methods  optimal and superconvergent estimates  interpolation postprocessing  a posteriori error estimators