Convergence of Numerical Time-Averaging and Stationary Measures via Poisson Equations.
Jonathan C. MattinglyAndrew M. StuartMichael V. TretyakovPublished in: SIAM J. Numer. Anal. (2010)
Keyphrases
- alternating direction
- gauss seidel method
- numerical methods
- finite difference
- linear equations
- non stationary
- convergence rate
- differential equations
- linear systems
- convergence analysis
- numerical analysis
- numerical solution
- convergence speed
- closed form
- mathematical model
- data sets
- global convergence
- steady state
- numerical algorithms
- globally convergent
- multi objective