A new adaptive WENO-θ scheme is proposed.Depending on the smoothness of the large stencil used in the reconstruction procedure,a parameter θ is set adapti
We propose a novel numerical approach for linear nonlocal diffusion equations with integrable kernels,based on the relationship between the backward Kolmogo
In this mini-symposium,we gather together researchers in the areas of high order numerical approximation methods for PDEs and Images and their applications.
We design regression schemes for decoupled FBSDE,using a selection point of view,taking the best estimator among a family,accounting automatically for the r
Backward stochastic differential equations(BSDE's)were first introduced by J.M.Bismut in 1973 and generalized to the nonlinear form by Pardoux and Peng in 1
We present higher-order piecewise continuous finite element methods for solving a class of interface problems in two dimensions.The method is based on corre