“ Quintic Spline Method for Slving two Point Boundary Value Problems”
Assaied Eisa, , Anwar Almualim,
We use uniform quintic spline polynomial functions to developa new spline method for solving second order boundary value problems. Thepresent method is of order four and is capable of producing approximations forthe solution as well as its first, second, third, fourth and fifth derivatives overthe range of integration. The convergence analysis of the method is discussedand a bound for the error is derived. Numerical example and comparison withother fourth order spline methods are presented to demonstrate our conclusion.
We study both Malliavin regularity and numerical approximation schemes for a class of quadratic backward stochastic differential equations (QBSDEs for short) in cases where the terminal data need…
This paper tackles a stochastic control problem involving a backward stochastic
differential equation (BSDE) with a local Lipschitz coefficient and logarithmic growth.
We derive…