搜索结果: 1-3 共查到“常微分方程 a.e. convergence”相关记录3条 . 查询时间(0.078 秒)
Uniform convergence analysis of an upwind finite difference approximations of an homogenous singularly perturbed boundary value problem using grid equidistribution
singular perturbation adaptive grid rate of convergence error estimate
2011/10/13
We derive varepsilon-uniform error estimates for two first-order upwind discretizations of a model inhomogeneous, second-order, singularly perturbed boundary value problem on a non-uniform grid. Here,...
Convergence of the Dirichlet solutions of the very fast diffusion equation
very fast diffusion equation Dirichlet problem
2011/2/21
For any −1 < m < 0, μ > 0, 0 ≤ u0 ∈ L∞(R) such that u0(x) ≤ (μ0|m||x|) 1 m for any |x| ≥ R0 and some constants R0 > 1 and 0 < μ0 ≤ μ, and f, g ∈C([0,∞)) such that f(t), g(t) ≥ μ0 on [0,∞) we pro...
On the rate of convergence of weak Euler approximation for non-degenerate SDEs
L´ evy processes stochastic differential equations
2010/12/10
The paper estimates the rate of convergence of the weak Euler approximation for solutions to SDEs driven by point and martingale measures, with H¨older continuous coefficients. The equation considered...