SIAM Journal on Numerical Analysis, Vol. 27, No. 6 (Dec., 1990), pp. 1422-1444 (23 pages) Vector systems of parabolic partial differential equations in one space dimension are solved by an adaptive ...
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 ...
Conditions on the stabilization parameters are explored for different approaches in deriving error estimates for the streamline-upwind Petrov—Galerkin (SUPG) finite ...