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Optimal rate of convergence for two classes of schemes to stochastic differential equations driven by fractional Brownian motions 期刊论文
IMA JOURNAL OF NUMERICAL ANALYSIS, 2021, 卷号: 41, 期号: 2, 页码: 1608-1638
作者:  Hong, Jialin;  Huang, Chuying;  Wang, Xu
收藏  |  浏览/下载:128/0  |  提交时间:2021/10/26
fractional Brownian motion  strong convergence rate  Runge-Kutta method  simplified step-N Euler scheme  
Numerical methods for Stefan problems with prescribed convection and nonlinear flux 期刊论文
IMA JOURNAL OF NUMERICAL ANALYSIS, 2000, 卷号: 20, 期号: 1, 页码: 81-98
作者:  Chen, ZM;  Shih, T;  Yue, XY
收藏  |  浏览/下载:90/0  |  提交时间:2018/07/30
piecewise linear finite elements  numerical quadrature  convergence  Stefan problem with convection  nonlinear flux