Stochastic perturbation of sweeping process and a convergence result for an associated numerical scheme

The pathwise error analysis of numerical schemes for SDE has been intensively studied [12, 21, 26, 30], whereas the weak error analysis started later with the work of Milstein [24,

These approximate solutions verify some compactness results which allow us to pass to the limit in the discrete problem.. © 2007 Elsevier

in [7] for the proof of convergence rates for finite volume schemes in Euclidean space works but requires substantial extensions to the differential geometric framework.. Particularly

Oblique derivative boundary problem, finite difference scheme, heat equation, Burgers equation.. 1 MIP, UMR CNRS 5640, Universit´ e Paul Sabatier, 118, route de Narbonne, 31062

Abstract — We study a System of équations describing the stationary and incompressible flow ofa quasi-Newtonian fluid with température dependent viscosity and with a viscous heating

The framework we choose is that of Gradient Schemes, which has the double benefit of covering a vast number of numerical methods and of having already been studied for many models

The aim of this Note is to give a convergence result for a variant of the eXtended Finite Element Method (XFEM) on cracked domains using a cut-off function to localize the

The aim of this paper is to study a whole class of first order differential inclusions, which fit into the framework of perturbed sweeping process by uniformly prox-regular sets..