The numerical solution of wave scattering from large objects or from a large cluster of scatterers requires excessive computational resources and it becomes necessary to use approximate-but ...
We propose a new concept which allows us to apply any numerical method of weak approximation to a very broad class of stochastic differential equations (SDEs) with nonglobally Lipschitz coefficients.
General aspects of polynomial interpolation theory. Formulations in different basis, e.g. Lagrange, Newton etc. and their approximation and computational properties ...