In this talk,we introduce a new class of Runge-Kutta(RK)methods for backward stochastic differential equations(BSDEs).The convergence rate is studied and th
We return to earlier two works in Kovács, Larsson, and Mesforush (2011) and Kovács,Larsson, Mesforush, and Lindgren (2018), concerning the numerical solut
In the study of symplectic integrators,long-time near-conservation of first integrals were numerically validated and rigorously analyzed by using backward e