We study the randomized approximation of weakly singular integral operators. For a suitable class of kernels having a standard type of singularity and being otherwise of finite sm...
A class of optimal control problem for a semilinear elliptic partial differential equation with control constraints is considered. It is well known that sufficient second-order con...
Interval constraints can be used to solve problems in numerical analysis. In this paper we show that one can improve the performance of such an interval constraint program by the ...
We present and analyze an algorithm to solve numerically BSDEs based on Picard's iterations and on a sequential control variate technique. Its convergence is geometric. Moreov...
This paper is concerned with the design and analysis of adaptive wavelet methods for systems of operator equations. Its main accomplishment is to extend the range of applicability...