We introduce a new Euler-type scheme and its iterative algorithm for solving weakly coupled forward-backward stochastic differential equations （FBSDEs）. Although the schemes share some common features with the ones ...We introduce a new Euler-type scheme and its iterative algorithm for solving weakly coupled forward-backward stochastic differential equations （FBSDEs）. Although the schemes share some common features with the ones proposed by C. Bender and J. Zhang [Ann. Appl. Probab., 2008, 18： 143-177], less computational work is needed for our method. For both our schemes and the ones proposed by Bender and Zhang, we rigorously obtain first-order error estimates, which improve the half-order error estimates of Bender and Zhang. Moreover, numerical tests are given to demonstrate the first-order accuracy of the schemes.展开更多
This paper considers weak Galerkin finite element approximations on polygonal/polyhedral meshes for a quasistatic Maxwell viscoelastic model.The spatial discretization uses piecewise polynomials of degree k(k≥1)for t...This paper considers weak Galerkin finite element approximations on polygonal/polyhedral meshes for a quasistatic Maxwell viscoelastic model.The spatial discretization uses piecewise polynomials of degree k(k≥1)for the stress approximation,degree k+1 for the velocity approximation,and degree k for the numerical trace of velocity on the inter-element boundaries.The temporal discretization in the fully discrete method adopts a backward Euler difference scheme.We show the existence and uniqueness of the semi-discrete and fully discrete solutions,and derive optimal a priori error estimates.Numerical examples are provided to support the theoretical analysis.展开更多
基金Supported by the National Natural Science Foundation of China(1067118410971203)the National Natural Science Foundation of the Education Department of Henan Province(2010A110018)
基金Supported by National Natural Science Funds of China(No.11361035)the National Science Foundation of Inner Mongolia Province(No.2012MS0106)+1 种基金Scientific Research Projection of Higher Schools of Inner Mongolia(No.NJZY14013)Program of Higher Level Talents of Inner Mongolia University(No.135127)~~
基金Acknowledgements The authors would like to thank the referees for the valuable comments, which improved the paper a lot. This work was partially supported by the National Natural Science Foundations of China （Grant Nos. 91130003, 11171189） and the Natural Science Foundation of Shandong Province （No. ZR2011AZ002）.
文摘We introduce a new Euler-type scheme and its iterative algorithm for solving weakly coupled forward-backward stochastic differential equations （FBSDEs）. Although the schemes share some common features with the ones proposed by C. Bender and J. Zhang [Ann. Appl. Probab., 2008, 18： 143-177], less computational work is needed for our method. For both our schemes and the ones proposed by Bender and Zhang, we rigorously obtain first-order error estimates, which improve the half-order error estimates of Bender and Zhang. Moreover, numerical tests are given to demonstrate the first-order accuracy of the schemes.
基金This work was supported by the National Natural Science Foundation of China(Grant No.12171340).
文摘This paper considers weak Galerkin finite element approximations on polygonal/polyhedral meshes for a quasistatic Maxwell viscoelastic model.The spatial discretization uses piecewise polynomials of degree k(k≥1)for the stress approximation,degree k+1 for the velocity approximation,and degree k for the numerical trace of velocity on the inter-element boundaries.The temporal discretization in the fully discrete method adopts a backward Euler difference scheme.We show the existence and uniqueness of the semi-discrete and fully discrete solutions,and derive optimal a priori error estimates.Numerical examples are provided to support the theoretical analysis.
基金Supported by the National Natural Science Fund(10601022)NSF of Inner Mongolia Autonomous Region(200607010106)513 Fund and Youth Science Fund (ND0702) in Inner Mongolia University
