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SIAMSC
2011
12 years 11 months ago
2011
SIAMSC
2011
12 years 11 months ago
2011
SIAMSC
2011
12 years 11 months ago
2011
We propose a new discontinuous Galerkin (DG) method based on [9] to solve a class of Hamilton-Jacobi equations that arises from optimal control problems. These equations are connec...
SIAMSC
2011
12 years 11 months ago
2011
We propose a numerical method to approximate the solution of second order elliptic problems in nonvariational form. The method is of Galerkin type using conforming finite elements...
SIAMSC
2011
12 years 11 months ago
2011
In this paper we describe a general framework for deriving modified equations for stochastic differential equations with respect to weak convergence. Modified equations are deri...