scientific article

zbMath1117.65119MaRDI QIDQ3443105

Zhimin Zhang, Qingshuo Song, G. George Yin

Publication date: 29 May 2007

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

convergencefinite element methodnumerical examplesboundary layerSingular perturbationlayer adapted meshes\(\varepsilon\)-uniform approximation

Mathematics Subject Classification ID

Finite element, Rayleigh-Ritz, Galerkin and collocation methods for ordinary differential equations (65L60) Numerical solution of boundary value problems involving ordinary differential equations (65L10) Linear boundary value problems for ordinary differential equations (34B05) Singular perturbations for ordinary differential equations (34E15) Mesh generation, refinement, and adaptive methods for ordinary differential equations (65L50)

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A brief survey on numerical methods for solving singularly perturbed problems ⋮ Approximating functionals of local martingales under lack of uniqueness of the Black–Scholes PDE solution

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