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A UNIFIED PROBABILISTIC DISCRETIZATION SCHEME FOR FBSDEs: STABILITY, CONSISTENCY, AND CONVERGENCE ANALYSIS 期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2020, 卷号: 58, 期号: 4, 页码: 2351-2375
作者:  Yang, Jie;  Zhao, Weidong;  Zhou, Tao
收藏  |  浏览/下载:122/0  |  提交时间:2021/01/14
forward backward stochastic differential equations  numerical schemes  stability  consistency  convergence analysis  
CP-P Stokes finite element pair on sub-hexahedron tetrahedral grids 期刊论文
CALCOLO, 2017, 卷号: 54, 期号: 4, 页码: 1403-1417
作者:  Zhang, Shangyou;  Zhang, Shuo
浏览  |  Adobe PDF(1589Kb)  |  收藏  |  浏览/下载:496/125  |  提交时间:2018/07/23
Stokes problem  Mixed finite element  Continuous quadratic velocity  Discontinuous pressure  Hexahedral grid  Tetrahedral grid  
Convergence of iterations of Euler family under weak condition 期刊论文
SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY, 2000, 卷号: 43, 期号: 9, 页码: 958-962
作者:  Wang, XH
收藏  |  浏览/下载:81/0  |  提交时间:2018/07/30
Banach space  zero of operator  iterations of Euler family  criterion alpha under weak condition  universal constant  unified convergence theorem