A Fully Discrete Explicit Multistep Scheme for Solving Coupled Forward Backward Stochastic Differential Equations
From MaRDI portal
Publication:4996834
DOI10.4208/nmtma.OA-2019-0199zbMath1474.65041MaRDI QIDQ4996834
Chaeyoung Lee, Jintae Park, Sungha Yoon, Junseok Kim, Darae Jeong
Publication date: 1 July 2021
Published in: Advances in Applied Mathematics and Mechanics (Search for Journal in Brave)
Computer graphics; computational geometry (digital and algorithmic aspects) (68U05) Numerical aspects of computer graphics, image analysis, and computational geometry (65D18)
Related Items (2)
Efficient and practical phase-field method for the incompressible multi-component fluids on 3D surfaces with arbitrary shapes ⋮ Binary thermal fluids computation over arbitrary surfaces with second-order accuracy and unconditional energy stability based on phase-field model
This page was built for publication: A Fully Discrete Explicit Multistep Scheme for Solving Coupled Forward Backward Stochastic Differential Equations