Provides information on a study which discussed the convergence and superconvergence for eigenvalue problem of the biharmonic equation using the Hermite bicubic element. Discussion on eigenvalue problem for biharmonic...Provides information on a study which discussed the convergence and superconvergence for eigenvalue problem of the biharmonic equation using the Hermite bicubic element. Discussion on eigenvalue problem for biharmonic equation; Background on asymptotic error expansions and interpolation postprocessing; Superconvergence approximations to the eigenvalue and eigenfunction.展开更多
Presents a probabilistic numerical approach for a class of probabilistic differential equation. Application of the Brownian motion and Monte-Carlo method; Application in the valuation of European Options.
文摘Provides information on a study which discussed the convergence and superconvergence for eigenvalue problem of the biharmonic equation using the Hermite bicubic element. Discussion on eigenvalue problem for biharmonic equation; Background on asymptotic error expansions and interpolation postprocessing; Superconvergence approximations to the eigenvalue and eigenfunction.
文摘Presents a probabilistic numerical approach for a class of probabilistic differential equation. Application of the Brownian motion and Monte-Carlo method; Application in the valuation of European Options.
