Ausgabe 4/2020
Inhalt (13 Artikel)
On a class of L-splines of order 4: fast algorithms for interpolation and smoothing
O. Kounchev, H. Render, T. Tsachev
Open Access
Research Paper
Quantifying the ill-conditioning of analytic continuation
Lloyd N. Trefethen
Modified averaged vector field methods preserving multiple invariants for conservative stochastic differential equations
Chuchu Chen, Jialin Hong, Diancong Jin
Study of micro–macro acceleration schemes for linear slow-fast stochastic differential equations with additive noise
Kristian Debrabant, Giovanni Samaey, Przemysław Zieliński
Open Access
A semidiscrete Galerkin scheme for a coupled two-scale elliptic–parabolic system: well-posedness and convergence approximation rates
Martin Lind, Adrian Muntean, Omar Richardson
The Least squares and line search in extracting eigenpairs in Jacobi–Davidson method
Mashetti Ravibabu, Arindama Singh
Lower and upper bounds for strong approximation errors for numerical approximations of stochastic heat equations
Sebastian Becker, Benjamin Gess, Arnulf Jentzen, Peter E. Kloeden
Approximation of the matrix exponential for matrices with a skinny field of values
Marco Caliari, Fabio Cassini, Franco Zivcovich
Semi-implicit Euler–Maruyama method for non-linear time-changed stochastic differential equations
Chang-Song Deng, Wei Liu
Symplectic dynamical low rank approximation of wave equations with random parameters
Eleonora Musharbash, Fabio Nobile, Eva Vidličková
Variational formulation for fractional inhomogeneous boundary value problems
Taibai Fu, Zhoushun Zheng, Beiping Duan
Inexact methods for the low rank solution to large scale Lyapunov equations
Patrick Kürschner, Melina A. Freitag