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» Convergence of rank-type equations
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JC
2006
68views more  JC 2006»
14 years 11 months ago
Monte Carlo approximation of weakly singular integral operators
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...
Stefan Heinrich
SIAMCO
2008
121views more  SIAMCO 2008»
14 years 11 months ago
Numerical Verification of Optimality Conditions
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...
Arnd Rösch, Daniel Wachsmuth
CONSTRAINTS
1999
105views more  CONSTRAINTS 1999»
14 years 11 months ago
Algorithmic Power from Declarative Use of Redundant Constraints
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 ...
Maarten H. van Emden
SIAMNUM
2010
126views more  SIAMNUM 2010»
14 years 6 months ago
Solving BSDE with Adaptive Control Variate
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...
Emmanuel Gobet, Céline Labart
FOCM
2002
140views more  FOCM 2002»
14 years 11 months ago
Adaptive Wavelet Methods II - Beyond the Elliptic Case
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...
Albert Cohen, Wolfgang Dahmen, Ronald A. DeVore