Use Newton's Method with the initial approximation x1 =1 x 1 = 1 to find x2 x 2 and x3, x 3, the second and the third approximations to the root a a of the equation x6 −x−1 = 0. x 6 ...

We design a numerical scheme for solving a Dynamic Programming equation with Malliavin weights arising from the time-discretization of backward stochastic differential equations with the integration ...

Vladimir Veliov, Second-Order Discrete Approximation to Linear Differential Inclusions, SIAM Journal on Numerical Analysis, Vol. 29, No. 2 (Apr., 1992), pp. 439-451 ...