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. ...
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...
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...
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...
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...