SIAM Journal on Numerical Analysis, Vol. 31, No. 3 (Jun., 1994), pp. 655-679 (25 pages) The accuracy of numerical approximations to piecewise smooth solutions of hyperbolic partial differential ...
Alsmeyer, Böhm, Dereich, Engwer, Friedrich (until 2021), Gusakova (since 2021), Hille, Holzegel (since 2020), Huesmann, Jentzen (since 2019), Kabluchko, Lohkamp ...
Some new stochastic Runge-Kutta (SRK) methods for the strong approximation of solutions of stochastic differential equations (SDEs) with improved efficiency are introduced. Their convergence is proved ...
Parabolic partial differential equations (PDEs) are fundamental in modelling a wide range of diffusion processes in physics, finance and engineering. The numerical approximation of these equations ...
The field of optimal control in partial differential equations (PDEs) focuses on determining the best possible control strategies to influence systems described by PDEs and to achieve specific ...
In Advanced Mathematics, there is a topic called ‘ Errors and Approximations ‘ which deals with the quantum of errors made in measurement or estimation and its impact on final data value. The ...