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within R. Glowinski Remove this filter Numerical and Computational Physics, Simulation Remove this filter Systems Theory, Control Remove this filter

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    Article

    Approximation of some stochastic differential equations by the splitting up method

    In this paper we deal with the convergence of some iterative schemes suggested by Lie-Trotter product formulas for stochastic differential equations of parabolic type. The stochastic equation is split into two...

    A. Bensoussan, R. Glowinski, A. Raşcanu in Applied Mathematics and Optimization (1992)

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    Article

    Application de la méthode des éléments finis à l'approximation d'un problème de domaine optimal. Méthodes de résolution des problèmes approchés

    D. Begis, R. Glowinski in Applied Mathematics and Optimization (1975)