[图书][B] The mathematical theory of finite element methods
SC Brenner - 2008 - Springer
Untitled Page 1 Page 2 15 Texts in Applied Mathematics Editors JE Marsden L. Sirovich SS
Antman Advisors G. Iooss P. Holmes D. Barkley M. Dellnitz P. Newton Page 3 Texts in Applied …
Antman Advisors G. Iooss P. Holmes D. Barkley M. Dellnitz P. Newton Page 3 Texts in Applied …
Springer Series in 8
R Bank, RL Graham, J Stoer, R Varga - 1987 - Springer
Untitled Page 1 Page 2 Springer Series in 8 Computational Mathematics Editorial Board R.
Bank RL Graham J. Stoer R. Varga H. Yserentant Page 3 E. Hairer SP Nørsett G. Wanner …
Bank RL Graham J. Stoer R. Varga H. Yserentant Page 3 E. Hairer SP Nørsett G. Wanner …
Thirteen ways to estimate global error
RD Skeel - Numerische Mathematik, 1986 - Springer
Various techniques that have been proposed for estimating the accumulated discretization
error in the numerical solution of differential equations, particularly ordinary differential …
error in the numerical solution of differential equations, particularly ordinary differential …
[图书][B] Numerik gewöhnlicher Differentialgleichungen: Mehrschrittverfahren
RD Grigorieff - 2013 - books.google.com
Hauptziel des vorliegenden zweiten Teils der Numerik von An fangswertaufgaben
gewöhnlicher Differentialgleichungen ist es, die heute zur Verfügung stehenden Verfahren …
gewöhnlicher Differentialgleichungen ist es, die heute zur Verfügung stehenden Verfahren …
A randomized Milstein method for stochastic differential equations with non-differentiable drift coefficients
In this paper a drift-randomized Milstein method is introduced for the numerical solution of
non-autonomous stochastic differential equations with non-differentiable drift coefficient …
non-autonomous stochastic differential equations with non-differentiable drift coefficient …
A theoretical framework for proving accuracy results for deferred corrections
RD Skeel - SIAM Journal on Numerical Analysis, 1982 - SIAM
General techniques are described for proving accuracy results for deferred correction
solutions to differential equations. These techniques apply also to computational estimates …
solutions to differential equations. These techniques apply also to computational estimates …
Analysis of fixed-stepsize methods
R Skeel - SIAM Journal on Numerical Analysis, 1976 - SIAM
The unified theory developed by Henrici [5] for one-step methods is extended to the more
general case where the order of the system of difference equations can exceed the order of …
general case where the order of the system of difference equations can exceed the order of …
Consistency and stability of a Milstein–Galerkin finite element scheme for semilinear SPDE
R Kruse - Stochastic Partial Differential Equations: Analysis and …, 2014 - Springer
We present an abstract concept for the error analysis of numerical schemes for semilinear
stochastic partial differential equations (SPDEs) and demonstrate its usefulness by proving …
stochastic partial differential equations (SPDEs) and demonstrate its usefulness by proving …
A randomized and fully discrete Galerkin finite element method for semilinear stochastic evolution equations
In this paper the numerical solution of nonautonomous semilinear stochastic evolution
equations driven by an additive Wiener noise is investigated. We introduce a novel fully …
equations driven by an additive Wiener noise is investigated. We introduce a novel fully …
[PDF][PDF] Two-sided error estimates for the stochastic theta method
WJ Beyn, R Kruse - Discrete Contin. Dyn. Syst. Ser. B, 2010 - pdfs.semanticscholar.org
Two-sided error estimates are derived for the strong error of convergence of the stochastic
theta method. The main result is based on two ingredients. The first one shows how the …
theta method. The main result is based on two ingredients. The first one shows how the …