SIAM Journal on Numerical Analysis, Vol. 52, No. 5 (2014), pp. 2574-2593 (20 pages) We present a fully discrete linearized backward Euler finite element method for the Landau–Lifshitz equation in ...
A simple algorithm for adaptive timestep control is presented for a backward Euler discretization of a linear parabolic problem. The algorithm is based on an a ...
Backward stochastic differential equations (BSDEs) have emerged as a pivotal mathematical tool in the analysis of complex systems across finance, physics and engineering. Their formulation, generally ...
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