Numerical Solution of Systems of Linear Equations, Iterative Methods Formulation and analysis of basic stationary methods e.g. Gauss-Jacobi, Gauss-Seidel. The numerical solution of Poisson's equation.

We consider the two-point boundary value problem for stiff systems of ordinary differential equations. For systems that can be transformed to essentially diagonally dominant form with appropriate ...

SIAM Journal on Numerical Analysis, Vol. 40, No. 3 (2003), pp. 1041-1063 (23 pages) Traditional finite-time convergence theory for numerical methods applied to stochastic differential equations (SDEs) ...