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MOC
2000
76views more  MOC 2000»
13 years 9 months ago
The convergence of the cascadic conjugate-gradient method applied to elliptic problems in domains with re-entrant corners
Abstract. We study the convergence properties of the cascadic conjugategradient method (CCG-method), which can be considered as a multilevel method without coarse-grid correction. ...
Vladimir Shaidurov, Lutz Tobiska
MOC
1998
144views more  MOC 1998»
13 years 9 months ago
Convergence of a random walk method for a partial differential equation
Abstract. A Cauchy problem for a one–dimensional diffusion–reaction equation is solved on a grid by a random walk method, in which the diffusion part is solved by random walk...
Weidong Lu
MOR
2007
116views more  MOR 2007»
13 years 9 months ago
Optimal Strategies and Utility-Based Prices Converge When Agents' Preferences Do
A discrete-time financial market model is considered with a sequence of investors whose preferences are described by utility functions Un defined on the whole real line. It is s...
Laurence Carassus, Miklós Rásonyi
MP
2002
101views more  MP 2002»
13 years 9 months ago
Componentwise fast convergence in the solution of full-rank systems of nonlinear equations
The asymptotic convergence of parameterized variants of Newton's method for the solution of nonlinear systems of equations is considered. The original system is perturbed by a...
Nicholas I. M. Gould, Dominique Orban, Annick Sart...
MOC
1998
86views more  MOC 1998»
13 years 9 months ago
Convergence analysis of a covolume scheme for Maxwell's equations in three dimensions
This paper contains error estimates for covolume discretizations of Maxwell’s equations in three space dimensions. Several estimates are proved. First, an estimate for a semi-dis...
R. A. Nicolaides, D.-Q. Wang