Numerical methods for nonlinear stochastic delay differential equations with jumps.
Guihua ZhaoMingZhu LiuPublished in: Appl. Math. Comput. (2014)
Keyphrases
- differential equations
- numerical methods
- feed forward artificial neural networks
- ordinary differential equations
- nonlinear differential equations
- difference equations
- boundary value problem
- brownian motion
- numerical integration
- dynamical systems
- approximation schemes
- finite element method
- numerical solution
- optimal control problems
- partial differential equations
- markov chain
- runge kutta
- finite difference method
- machine learning
- higher order