On the convergence of solutions of random differential equations
On the convergence of some methods for variational inclusions
On the Convergence of the Approximate Free Boundary for the Parabolic Obstacle Problem
Si discretizza il problema dell'ostacolo parabolico con differenze all'indietro nel tempo ed elementi finiti lineari nello spazio e si dimostrano stime dell'errore per la frontiera libera discreta.
On the convergence of the backward Euler algorithm for the multidimensional heat equation
The backward Euler algorithm for the multidimensional nonhomogeneous heat equation is analyzed, based on the finite element method. The existence and uniqueness of the numerical solution is investigated. Also, the convergence of the numerical solutions is studied.
On the Convergence of the Classical Jacobi Method for Real Symmetric Matrices with Non-Distinct Eigenvalues.
On the Convergence of the Conjugate Gradient Method for Singular Capacitance Matrix Equations from the Neumann Problem of the Poisson Equation.
On the Convergence of the Galerkin Method for Nonsmooth Solutions of Integral Equations.
On the Convergence of the Nyström Method for the Integral Equation Eigenvalue Problem.
On the convergence of the secant method under the gamma condition
We provide sufficient convergence conditions for the Secant method of approximating a locally unique solution of an operator equation in a Banach space. The main hypothesis is the gamma condition first introduced in [10] for the study of Newton’s method. Our sufficient convergence condition reduces to the one obtained in [10] for Newton’s method. A numerical example is also provided.
On the convergence of the stochastic Galerkin method for random elliptic partial differential equations
In this article we consider elliptic partial differential equations with random coefficients and/or random forcing terms. In the current treatment of such problems by stochastic Galerkin methods it is standard to assume that the random diffusion coefficient is bounded by positive deterministic constants or modeled as lognormal random field. In contrast, we make the significantly weaker assumption that the non-negative random coefficients can be bounded strictly away from zero and infinity by random...
On the Convergence of the Symmetric SOR Method for Matrices with Red-Black Ordering.
On the convergence of two-step Newton-type methods of high efficiency index
We introduce a new idea of recurrent functions to provide a new semilocal convergence analysis for two-step Newton-type methods of high efficiency index. It turns out that our sufficient convergence conditions are weaker, and the error bounds are tighter than in earlier studies in many interesting cases. Applications and numerical examples, involving a nonlinear integral equation of Chandrasekhar type, and a differential equation containing a Green's kernel are also provided.
On the Convergence Order of Accelerated Root Iterations.
On the Convergence Rate Estimates for Finite Difference Schemes Approximating Homogeneous Initial-boundary Value Problem for Hyperbolic Equation
On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman equations
Using systematically a tricky idea of N.V. Krylov, we obtain general results on the rate of convergence of a certain class of monotone approximation schemes for stationary Hamilton-Jacobi-Bellman equations with variable coefficients. This result applies in particular to control schemes based on the dynamic programming principle and to finite difference schemes despite, here, we are not able to treat the most general case. General results have been obtained earlier by Krylov for finite difference...
On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman Equations
Using systematically a tricky idea of N.V. Krylov, we obtain general results on the rate of convergence of a certain class of monotone approximation schemes for stationary Hamilton-Jacobi-Bellman equations with variable coefficients. This result applies in particular to control schemes based on the dynamic programming principle and to finite difference schemes despite, here, we are not able to treat the most general case. General results have been obtained earlier by Krylov for finite...
On the convergence rate of empirical estimates in chance constrained stochastic programming
On the convergence rate of regularization methods for ill-posed extremal problems
On the convergence rate of the conjugate gradients in presence of rounding errors.
On the convergence theory of double -weak splittings of type II
Recently, Wang (2017) has introduced the -nonnegative double splitting using the notion of matrices that leave a cone invariant and studied its convergence theory by generalizing the corresponding results for the nonnegative double splitting by Song and Song (2011). However, the convergence theory for -weak regular and -nonnegative double splittings of type II is not yet studied. In this article, we first introduce this class of splittings and then discuss the convergence theory for these sub-classes...