Error estimates and step-size control for the approximate solution of a first order evolution equation

Keywords : stochastic differential equation, Euler scheme, rate of convergence, Malliavin calculus.. AMS classification: 65C20 60H07 60H10 65G99

We show, by an operator-theoretic proof, that the well-known Lie and Strang formulae which are splitting methods are approximations of the exact solution of order 1 and 2 in

We carry out the convergence analysis of the Scalar Auxiliary Variable (SAV) method applied to the nonlinear Schrödinger equation which preserves a modified Hamiltonian on the

To solve the global stage, consuming the most CPU time, the mechanical fields are decomposed in a wavelet basis and the equilibrium is solved only for the largest

Une large latitude doit être accordée à l’employeur dans la possibilité d’octroyer des tâches de substitution ; en effet, le travail de remplacement intervient ici dans un contexte

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,

In order to improve the reconstruction of the normal deriva- tives, reduce the extension of the boundary part where over- specified data are given and deblur noisy normal

In order to suppress the round-off error and to avoid blow-up, a regularized logarithmic Schr¨ odinger equation (RLogSE) is proposed with a small regularization parameter 0 < ε ≪