𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Explicit convergence rates for MRAC-type systems

✍ Scribed by A Lorı́a

Publisher
Elsevier Science
Year
2004
Tongue
English
Weight
210 KB
Volume
40
Category
Article
ISSN
0005-1098

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Optimal convergence rate of the explicit
Optimal convergence rate of the explicit finite difference scheme for American option valuation
✍ Bei Hu; Jin Liang; Lishang Jiang 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 897 KB

An optimal convergence rate O(∆x) for an explicit finite difference scheme for a variational inequality problem is obtained under the stability condition σ 2 ∆t ∆x 2 1 using completely PDE methods. As a corollary, a binomial tree scheme of an American put option (where σ 2 ∆t ∆x 2 = 1) is convergent

Optimal convergence rate for Maxwell–Lan
Optimal convergence rate for Maxwell–Landau–Lifschitz system
✍ Ivan Cimrák; Marián Slodička 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 125 KB

Micromagnetic evolution is described by the Landau-Lifshitz equation. The equation is studied without the exchange field. We consider the case with quasi-static Maxwell's equations and a single Landau-Lifshitz equation as well. We use recently introduced numerical scheme conserving magnitude of the

Convergence rate of Padé-type approximan
Convergence rate of Padé-type approximants for Stieltjes functions
✍ M. Bello Hernández; F. Cala Rodríguez; J.J. Guadalupe; G. López Lagomasino 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 240 KB

For a wide class of Stieltjes functions we estimate the rate of convergence of Pad6-type approximants when the number of fixed poles represents a fixed proportion with respect to the order of the rational approximant. (~) 1998 Elsevier Science B.V. All rights reserved.