Faedo-Galerkin approximate solutions for stochastic semilinear integrodifferential equations.
Pagavathigounder BalasubramaniamM. Syed AliJ. H. KimPublished in: Comput. Math. Appl. (2009)
Keyphrases
- approximate solutions
- differential equations
- np hard
- brownian motion
- optimal solution
- numerical solution
- exact solution
- hard optimization problems
- stochastic optimization
- partial differential equations
- nonlinear equations
- monte carlo
- energy function
- linear programming
- lower bound
- stochastic processes
- multiscale
- dynamical systems
- np complete
- linear equations
- stochastic differential equations