Variable Step Size Adams Methods for BSDEs

<div><svg height="18.0729pt" id="M290" style="vertical-align:-3.997001pt" version="1.1" viewbox="-0.0498162 -14.0759 91.8159 18.0729" width="91.8159pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M495 163C480 117 462 85 444 65C421 39 387 34 332 34C290 34 256 36 236 47C218 57 213 77 213 131V526C213 612 222 616 301 622V650H40V622C122 616 128 611 128 526V126C128 41 120 34 36 28V0H489C498 31 519 126 525 157L495 163Z"></path></g><g transform="matrix(.013,0,0,-0.013,7.02,0)"><path d="M445 282C445 390 384 448 297 448C266 448 231 437 189 418C96 376 23 279 23 151C23 65 66 -12 169 -12C233 -12 294 18 337 53C411 113 445 201 445 282ZM355 280C355 161 302 62 243 36C231 31 219 30 207 30C147 30 111 78 111 154C111 302 180 380 220 399C231 404 246 407 264 407C311 407 355 367 355 280Z"></path></g><g transform="matrix(.013,0,0,-0.013,12.452,0)"><path d="M546 430L539 434C529 434 505 438 495 440C473 444 450 448 430 448C352 448 265 412 213 366C145 306 96 203 96 103C96 22 135 -12 160 -12C190 -12 238 14 262 32C310 68 368 120 411 184H413C403 117 396 75 384 21C353 -118 325 -158 291 -184C270 -200 241 -205 208 -205C133 -205 90 -164 74 -110C70 -98 58 -100 49 -107C34 -119 23 -140 23 -155C23 -190 74 -261 166 -261C219 -261 280 -233 314 -208C383 -157 446 -79 470 81C491 223 529 388 546 430ZM456 386C452 357 433 283 420 252C402 216 366 174 325 129C288 88 239 56 212 56C192 56 182 77 182 120C182 165 199 242 226 292C256 348 281 377 311 389C327 395 353 402 375 402C408 402 436 394 456 386Z"></path></g><g transform="matrix(.0091,0,0,-0.0091,19.524,3.132)"><path d="M414 144C384 79 371 75 317 75H135L276 221C367 316 408 376 408 465C408 570 327 635 237 635C179 635 131 609 100 575L42 494L67 471C94 510 138 565 205 565C277 565 321 517 321 435C321 348 258 270 195 195C146 137 88 81 33 26V0H411C423 44 433 88 446 135L414 144Z"></path></g><g transform="matrix(.013,0,0,-0.013,24.47,0)"><path d="M300 -147C201 -63 143 98 143 270S200 602 300 686L282 710C136 610 70 450 70 271V270C70 89 136 -72 282 -170L300 -147Z"></path></g><g transform="matrix(.013,0,0,-0.013,28.968,0)"><path d="M162 -163V703H101V-163H162Z"></path></g><g transform="matrix(.013,0,0,-0.013,32.388,0)"><path d="M640 650H413L406 622L438 617C475 611 483 605 463 571C422 503 346 400 296 333C264 403 215 529 199 575C189 604 191 614 228 618L262 622L271 650H30L23 622C90 615 97 609 119 553L212 321C222 295 223 285 218 259L193 127C176 39 167 33 82 28L76 0H350L356 28C266 36 257 40 275 127L303 266C308 290 314 302 328 322C396 418 454 493 498 546C551 610 565 616 631 622L640 650Z"></path></g><g transform="matrix(.0091,0,0,-0.0091,39.498,3.132)"><path d="M245 635C92 635 37 457 37 312C37 149 91 -12 244 -12C395 -12 449 166 449 312C449 469 395 635 245 635ZM243 598C332 598 358 454 358 312C358 173 334 26 245 26C158 26 128 174 128 313S152 598 243 598Z"></path></g><g transform="matrix(.013,0,0,-0.013,47.35,0)"><path d="M535 230V280H52V230H535Z"></path></g><g transform="matrix(.013,0,0,-0.013,57.887,0)"><path d="M640 650H413L406 622L438 617C475 611 483 605 463 571C422 503 346 400 296 333C264 403 215 529 199 575C189 604 191 614 228 618L262 622L271 650H30L23 622C90 615 97 609 119 553L212 321C222 295 223 285 218 259L193 127C176 39 167 33 82 28L76 0H350L356 28C266 36 257 40 275 127L303 266C308 290 314 302 328 322C396 418 454 493 498 546C551 610 565 616 631 622L640 650Z"></path></g><g transform="matrix(.0091,0,0,-0.0091,66.368,-5.741)"><path d="M583 449L551 460C535 436 529 433 494 433C409 433 311 438 228 438C97 438 53 381 24 341L44 316C85 355 124 372 183 372C161 259 87 53 26 5L34 -12C53 -12 94 -4 118 12C166 92 211 256 236 371L394 369C375 301 352 212 334 121C329 96 326 75 326 58C326 5 349 -12 381 -12C431 -12 482 25 519 66L504 97C480 80 448 64 432 64C419 64 410 80 422 154C432 217 450 303 466 365C499 365 536 366 546 369C557 384 570 409 583 449Z"></path></g><g transform="matrix(.0091,0,0,-0.0091,71.838,-5.741)"><path d="M98 134C72 134 46 117 46 90C46 73 55 65 60 64C95 55 124 32 124 -4C124 -42 95 -68 44 -89L57 -123C122 -104 194 -60 194 22C194 94 136 134 98 134Z"></path></g><g transform="matrix(.0091,0,0,-0.0091,75.104,-7.714)"><path d="M882 631L865 663C802 622 747 602 663 602C596 602 540 610 455 625C350 646 303 654 239 654C166 654 76 633 0 565L17 533C86 573 150 594 232 594C307 594 352 582 428 570C515 554 580 542 652 542C728 542 819 561 882 631Z"></path></g><g transform="matrix(.0091,0,0,-0.0091,73.995,-5.741)"><path d="M1006 650H829L492 147L357 650H174L166 618C270 609 275 601 247 502L194 315C158 189 136 127 122 96C104 56 80 37 18 32L12 0H256L263 32C181 40 176 51 183 98C188 132 197 179 226 281L299 541H301L433 6H458L809 551H811L753 141C739 41 734 39 650 32L642 0H917L923 32C836 39 827 41 839 142L887 535C896 610 901 612 997 618L1006 650Z"></path></g><g transform="matrix(.0091,0,0,-0.0091,64.998,3.838)"><path d="M245 635C92 635 37 457 37 312C37 149 91 -12 244 -12C395 -12 449 166 449 312C449 469 395 635 245 635ZM243 598C332 598 358 454 358 312C358 173 334 26 245 26C158 26 128 174 128 313S152 598 243 598Z"></path></g><g transform="matrix(.013,0,0,-0.013,83.609,0)"><path d="M162 -163V703H101V-163H162Z"></path></g><g transform="matrix(.013,0,0,-0.013,87.028,0)"><path d="M275 270C275 450 212 609 64 710L45 686C145 604 203 442 203 270S147 -63 45 -147L64 -170C213 -68 275 89 275 270Z"></path></g></svg> versus <span class="nowrap"><svg height="13.1562pt" id="M291" style="vertical-align:-3.86787pt" version="1.1" viewbox="-0.0498162 -9.28833 41.0867 13.1562" width="41.0867pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M238 0V26C174 32 166 38 166 104V712C132 700 70 683 18 677V653C81 647 87 645 87 577V104C87 38 78 32 15 26V0H238Z"></path></g><g transform="matrix(.013,0,0,-0.013,3.289,0)"><path d="M257 449C165 449 37 374 37 209C37 98 119 -12 256 -12C355 -12 473 65 473 226C473 349 381 449 257 449ZM244 416C333 416 380 320 380 204C380 67 329 21 267 21C184 21 130 115 130 241C130 354 184 416 244 416Z"></path></g><g transform="matrix(.013,0,0,-0.013,9.919,0)"><path d="M463 437C426 431 375 425 327 422C297 440 264 449 231 449H230C153 449 51 396 51 283C51 215 94 168 139 149C123 129 91 103 51 88C50 78 53 60 62 46C75 25 100 2 136 -9C112 -28 73 -59 53 -79C38 -94 29 -113 29 -135C30 -192 91 -257 203 -257C336 -257 452 -160 452 -59C452 39 371 59 309 59C275 59 240 58 203 58C158 58 140 77 140 96C140 110 157 129 170 138C186 135 205 133 221 133C306 133 396 185 396 293C396 328 384 360 366 381L423 378C439 387 459 413 468 429L463 437ZM219 418C277 418 314 362 314 284C314 205 275 166 231 165C176 165 137 221 137 299C137 376 177 418 219 418ZM241 -11C285 -11 314 -14 339 -24C367 -36 384 -61 384 -95C384 -157 335 -206 240 -206C166 -206 108 -165 108 -110C108 -82 128 -54 154 -32C172 -17 195 -11 241 -11Z"></path></g><g transform="matrix(.0091,0,0,-0.0091,16.063,3.818)"><path d="M414 144C384 79 371 75 317 75H135L276 221C367 316 408 376 408 465C408 570 327 635 237 635C179 635 131 609 100 575L42 494L67 471C94 510 138 565 205 565C277 565 321 517 321 435C321 348 258 270 195 195C146 137 88 81 33 26V0H411C423 44 433 88 446 135L414 144Z"></path></g><g transform="matrix(.013,0,0,-0.013,21.01,0)"><path d="M300 -147C201 -63 143 98 143 270S200 602 300 686L282 710C136 610 70 450 70 271V270C70 89 136 -72 282 -170L300 -147Z"></path></g><g transform="matrix(.013,0,0,-0.013,25.508,0)"><path d="M822 650H589L583 622C660 617 677 607 674 561C672 534 664 481 647 390L600 137H596L273 650H126L120 622C176 620 194 615 207 594C221 571 225 557 214 504L161 257C141 166 129 112 121 85C108 42 83 30 29 28L23 0H260L266 28C193 33 173 42 176 89C178 122 186 172 202 255L256 527H259L583 -8H612L690 390C708 481 720 535 728 558C744 603 756 619 816 622L822 650Z"></path></g><g transform="matrix(.013,0,0,-0.013,36.418,0)"><path d="M275 270C275 450 212 609 64 710L45 686C145 604 203 442 203 270S147 -63 45 -147L64 -170C213 -68 275 89 275 270Z"></path></g></svg>.</span></div>

Journal of Mathematics

Variable Step Size Adams Methods for BSDEs

Figure 2