SIAM Journal on Numerical Analysis, Vol. 52, No. 5 (2014), pp. 2574-2593 (20 pages) We present a fully discrete linearized backward Euler finite element method for ...

This is a preview. Log in through your library . Abstract Some iterative methods are developed for the solution of a forward-backward heat equation. Lower bounds for the rates of convergence of the ...

Backward stochastic differential equations (BSDEs) have emerged as a pivotal mathematical tool in the analysis of complex systems across finance, physics and engineering. Their formulation, generally ...