Pathwise approximation of stochastic differential equations on domains: higher order convergence rates without global Lipschitz coefficients

A. Jentzen; P. E. Kloeden; A. Neuenkirch

doi:10.1007/s00211-008-0200-8

Pathwise approximation of stochastic differential equations on domains: higher order convergence rates without global Lipschitz coefficients

Numerische Mathematik ◽

10.1007/s00211-008-0200-8 ◽

2008 ◽

Vol 112 (1) ◽

pp. 41-64 ◽

Cited By ~ 34

Author(s):

A. Jentzen ◽

P. E. Kloeden ◽

A. Neuenkirch

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Convergence Rates ◽

Higher Order ◽

Order Convergence ◽

Higher Order Convergence ◽

Pathwise Approximation

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Higher order convergence rates for Bregman iterated variational regularization of inverse problems

Numerische Mathematik ◽

10.1007/s00211-018-0987-x ◽

2018 ◽

Vol 141 (1) ◽

pp. 215-252 ◽

Cited By ~ 2

Author(s):

Benjamin Sprung ◽

Thorsten Hohage

Keyword(s):

Inverse Problems ◽

Convergence Rates ◽

Higher Order ◽

Order Convergence ◽

Higher Order Convergence ◽

Variational Regularization

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Variational inequalities and higher order convergence rates for Tikhonov regularisation on Banach spaces

Journal of Inverse and Ill-Posed Problems ◽

10.1515/jip-2013-0002 ◽

2013 ◽

Vol 21 (3) ◽

Cited By ~ 9

Author(s):

Markus Grasmair

Keyword(s):

Variational Inequalities ◽

Banach Spaces ◽

Convergence Rates ◽

Higher Order ◽

Order Convergence ◽

Tikhonov Regularisation ◽

Higher Order Convergence

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Higher Order Convergence via Generalized Quasilinearization Method for Impulsive Differential Equations

10.1063/1.3265339 ◽

2009 ◽

Author(s):

T. G. Melton ◽

A. S. Vatsala ◽

Michail D. Todorov ◽

Christo I. Christov

Keyword(s):

Differential Equations ◽

Impulsive Differential Equations ◽

Higher Order ◽

Quasilinearization Method ◽

Order Convergence ◽

Higher Order Convergence

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Higher order convergence for a class of set differential equations with initial conditions

Discrete & Continuous Dynamical Systems - S ◽

10.3934/dcdss.2020342 ◽

2018 ◽

Vol 0 (0) ◽

pp. 0-0

Author(s):

Peiguang Wang ◽

◽

Xiran Wu ◽

Huina Liu

Keyword(s):

Differential Equations ◽

Initial Conditions ◽

Higher Order ◽

Order Convergence ◽

Higher Order Convergence

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Higher order convergence rates in theory of homogenization III: Viscous Hamilton–Jacobi equations

Journal of Differential Equations ◽

10.1016/j.jde.2018.07.003 ◽

2018 ◽

Vol 265 (10) ◽

pp. 5384-5418 ◽

Cited By ~ 2

Author(s):

Sunghan Kim ◽

Ki-Ahm Lee

Keyword(s):

Convergence Rates ◽

Higher Order ◽

Order Convergence ◽

Jacobi Equations ◽

Higher Order Convergence

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Achieving Higher-Order Convergence Rates for Density Estimation with Binned Data

Journal of the American Statistical Association ◽

10.1080/01621459.1998.10473719 ◽

1998 ◽

Vol 93 (442) ◽

pp. 663-672 ◽

Cited By ~ 5

Author(s):

Michael C. Minnotte

Keyword(s):

Density Estimation ◽

Convergence Rates ◽

Higher Order ◽

Order Convergence ◽

Binned Data ◽

Higher Order Convergence

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On the order of accuracy of the immersed boundary method: Higher order convergence rates for sufficiently smooth problems

Journal of Computational Physics ◽

10.1016/j.jcp.2005.02.011 ◽

2005 ◽

Vol 208 (1) ◽

pp. 75-105 ◽

Cited By ~ 210

Author(s):

Boyce E. Griffith ◽

Charles S. Peskin

Keyword(s):

Immersed Boundary Method ◽

Convergence Rates ◽

Higher Order ◽

Immersed Boundary ◽

Order Convergence ◽

Order Of Accuracy ◽

Boundary Method ◽

Higher Order Convergence

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Higher Order Convergence Rates in Theory of Homogenization: Equations of Non-divergence Form

Archive for Rational Mechanics and Analysis ◽

10.1007/s00205-015-0921-7 ◽

2015 ◽

Vol 219 (3) ◽

pp. 1273-1304 ◽

Cited By ~ 3

Author(s):

Sunghan Kim ◽

Ki-Ahm Lee

Keyword(s):

Convergence Rates ◽

Divergence Form ◽

Higher Order ◽

Order Convergence ◽

Higher Order Convergence

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Higher Order Convergence for Nonlinear Parabolic Integro-Differential Equations by Generalized Quasilinearization

10.1063/1.3030809 ◽

2008 ◽

Author(s):

T. G. Melton ◽

A. S. Vatsala ◽

Michail D. Todorov

Keyword(s):

Differential Equations ◽

Higher Order ◽

Order Convergence ◽

Nonlinear Parabolic ◽

Higher Order Convergence

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Higher order convergence rates in theory of homogenization II: Oscillatory initial data

Advances in Mathematics ◽

10.1016/j.aim.2019.106960 ◽

2020 ◽

Vol 362 ◽

pp. 106960

Author(s):

Sunghan Kim ◽

Ki-Ahm Lee

Keyword(s):

Initial Data ◽

Convergence Rates ◽

Higher Order ◽

Order Convergence ◽

Higher Order Convergence

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