We present and analyze a second order in time variable step BDF2 numerical scheme for the Cahn-Hilliard equation. The construction relies on a second order backward difference, convex-splitting ...

SIAM Journal on Numerical Analysis, Vol. 47, No. 1 (2008/2009), pp. 596-621 (26 pages) An accuracy-enhancing postprocessing technique for finite-element discretizations of the Navier—Stokes equations ...

Backward stochastic differential equations (BSDEs) have emerged as a pivotal mathematical tool in the analysis of complex systems across finance, physics and engineering. Their formulation, generally ...

General aspects of polynomial interpolation theory. Formulations in different basis, e.g. Lagrange, Newton etc. and their approximation and computational properties ...