Spectral Methods
Evolution to Complex Geometries and Applications to Fluid Dynamics
Article
We present Monte Carlo-Euler methods for a weak approximation problem related to the Heath-Jarrow-Morton (HJM) term structure model, based on Itô stochastic differential equations in infinite dimensional space...
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Article
Basic convergence rates are established for an adaptive algorithm based on the dual weighted residual error representation, $$\mbox{er...
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