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02/04/2022
Strong convergence of an fractional exponential integrator scheme for the finite element discretization of time-fractional SPDE driven by standard and fractional Brownian motio
The aim of this work is to provide the first strong convergence result o...
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09/11/2021
A novel high dimensional fitted scheme for stochastic optimal control problems
Stochastic optimal principle leads to the resolution of a partial differ...
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11/07/2020
Strong convergence of some Euler-type schemes for the finite element discretization of time-fractional SPDE driven by standard and fractional Brownian motion
In this work, we provide the first strong convergence result of numerica...
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02/19/2020
A fitted finite volume method for stochastic optimal control Problems
In this article, we provide a numerical method based on fitted finite vo...
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01/23/2020
Optimal error estimate of the finite element approximation of second order semilinear non-autonomous parabolic PDEs
In this work, we investigate the numerical approximation of the second o...
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12/29/2019
Optimal strong convergence rates of some Euler-type timestepping schemes for the finite element discretization SPDEs driven by additive fractional Brownian motion and Poisson r
In this paper, we study the numerical approximation of a general second ...
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12/29/2019
A fitted L-Multi-point Flux Approximation method for pricing options
In this paper, we introduce a special kind of finite volume method calle...
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12/29/2019
Convergence of the Two Point Flux Approximation and a novel fitted Two-Point Flux Approximation method for pricing options
In this paper, we deal with numerical approximations for solving the Bla...
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12/29/2019
