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math.NA2010
Overlapping Optimized Schwarz Methods for Parabolic Equations in n-Dimensions
Minh-Binh Tran
We introduce in this paper a new tool to prove the convergence of the Overlapping Optimized Schwarz Methods with multisubdomains. The technique is based on some estimates of the er…
math.NA2010
A Parallel Four Step Domain Decomposition Scheme for Coupled Forward Backward Stochastic Differential Equations
Minh-Binh Tran
Motivated by the idea of imposing paralleling computing on solving stochastic differential equations (SDEs), we introduce a new Domain Decomposition Scheme to solve forward-backwar…