In this paper we study numerical methods to approximate the adapted solutions to a class of forward-backward stochastic differential equations (FBSDE's). The almost sure uniform convergence as well as ...

Optical systems employ a rich array of physical effects which are described by well-understood equations. However, for all but the simplest devices these equations are typically too complex to permit ...

An important characterization of a numerical method for first order ODE's is the region of absolute stability. If all eigenvalues of the linear problem y' = Ay are inside this region, the numerical ...