### Strong and weak order of time discretization schemes of stochastic differential equations

Yao-Zhong Hu (1996)

Séminaire de probabilités de Strasbourg

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Yao-Zhong Hu (1996)

Séminaire de probabilités de Strasbourg

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Huang, Fengying, Liu, Bolian (2010)

The Electronic Journal of Combinatorics [electronic only]

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Amano, Kazuo (2005)

JIPAM. Journal of Inequalities in Pure & Applied Mathematics [electronic only]

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Yang, Changsen, Yuan, Jiangtao (2006)

Journal of Inequalities and Applications [electronic only]

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Nair, M.T., Rajan, M.P. (2001)

Abstract and Applied Analysis

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Hyam Abboud, Toni Sayah (2008)

ESAIM: Mathematical Modelling and Numerical Analysis

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We study a two-grid scheme fully discrete in time and space for solving the Navier-Stokes system. In the first step, the fully non-linear problem is discretized in space on a coarse grid with mesh-size and time step In the second step, the problem is discretized in space on a fine grid with mesh-size and the same time step, and linearized around the velocity computed in the first step. The two-grid strategy is motivated by the fact that under suitable assumptions,...

Karoui, Abderrazek (2005)

Journal of Inequalities and Applications [electronic only]

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Voss, Heinrich (1999)

ETNA. Electronic Transactions on Numerical Analysis [electronic only]

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Zhang, Chuanyi, Guo, Yali (2007)

Journal of Inequalities and Applications [electronic only]

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Lakrib, Mustapha (2003)

Journal of Applied Mathematics

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Hadizadeh, M., Mohamadsohi, M. (2005)

Journal of Applied Mathematics

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Karaca, Ilkay Yaslan (2006)

Advances in Difference Equations [electronic only]

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