On the convergence rate of the conjugate gradients in presence of rounding errors.
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...
We first generalize, in an abstract framework, results on the order of convergence of a semi-discretization in time by an implicit Euler scheme of a stochastic parabolic equation. In this part, all the coefficients are globally Lipchitz. The case when the nonlinearity is only locally Lipchitz is then treated. For the sake of simplicity, we restrict our attention to the Burgers equation. We are not able in this case to compute a pathwise order of the approximation, we introduce the weaker notion...
We first generalize, in an abstract framework, results on the order of convergence of a semi-discretization in time by an implicit Euler scheme of a stochastic parabolic equation. In this part, all the coefficients are globally Lipchitz. The case when the nonlinearity is only locally Lipchitz is then treated. For the sake of simplicity, we restrict our attention to the Burgers equation. We are not able in this case to compute a pathwise order of the approximation, we introduce the weaker notion...