A Numerical Truncation Approximation with A Posteriori Error Bounds for the Solution of Poisson's Equation.
Saied MahdianPeter W. GlynnYuanyuan LiuPublished in: CoRR (2024)
Keyphrases
- error bounds
- numerical methods
- theoretical analysis
- closed form
- worst case
- linear equations
- finite sample
- numerical integration
- optimal solution
- sensitivity analysis
- polynomial time approximation
- mathematical model
- finite difference
- approximation algorithms
- numerical algorithms
- nonlinear complementarity problem
- hamilton jacobi
- special case