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We consider elliptic and parabolic variational equations and inequalities governed by integro-differential operators of order 2s ∈ (0,2]. Our main motivation is the pricing of European or Amer...
We derive varepsilon-uniform error estimates for two first-order upwind discretizations of a model inhomogeneous, second-order, singularly perturbed boundary value problem on a non-uniform grid. Here,...
We consider the following generalization of the seminal Erdős-Ko-Rado theorem, due to Frankl [6]. For some k ≥ 2, let F be a k-wise intersecting family of r-subsets of an n element set X, i.e. fo...
In this paper, we provide a simple framework to derive and analyse several classes of effective one-step methods. The framework consists in the discretization of a local Fourier expansion of the conti...
THE STABILITY ANALYSIS OF THE $\theta$-METHODS FOR DELAY DIFFERENTIALEQUATIONS          font style='font-size:12px;'> 2007/12/11
This paper deals with the stability analysis of $\theta -$methods for the numerical solution of delay differential equations (DDEs). We focus on the behaviour of such methods in the solution of the ...

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