A systematic analysis is given on asymptotic error expansions for numerical solutions of one-dimensional problems whose solutions are singular. Numerical examples show a great improvement on the accuracy of numerical solutions by using the Richardson extrapolation technique.
โฆ LIBER โฆ
Numerical error for SDE: Asymptotic expansion and hyperdistributions
โ Scribed by Paul Malliavin; Anton Thalmaier
- Publisher
- Elsevier Science
- Year
- 2003
- Tongue
- English
- Weight
- 104 KB
- Volume
- 336
- Category
- Article
- ISSN
- 1631-073X
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