In this paper we study numerical methods to approximate the adapted solutions to a class of forward-backward stochastic differential equations (FBSDE's). The almost sure uniform convergence as well as ...

SIAM Journal on Numerical Analysis, Vol. 5, No. 3 (Sep., 1968), pp. 530-558 (29 pages) A new iterative method has been developed for solving the large sets of algebraic equations that arise in the ...

Continuation of APPM 4650. Examines numerical solution of initial-value problems and two-point boundary-value problems for ordinary differential equations. Also looks at numerical methods for solving ...

Abstract: Iterative solver of linear systems is a key component for numerical solutions of differential equations, playing an important role in numerical analysis and scientific computing. While there ...

Traditionally, the subject of numerical analysis is about the design and analysis of algorithms for solving mathematical equations on a digital computer. The idea of modern scientific computing, ...

Maxwell's equations form the cornerstone of electromagnetic theory, offering a complete description of how electric and magnetic fields interact with matter. In combination with state‐of‐the‐art ...