Convergence Rate of an Explicit Finite Difference Scheme for a Credit Rating Migration Problem.
Yan LiZhengce ZhangBei HuPublished in: SIAM J. Numer. Anal. (2018)
Keyphrases
- convergence rate
- finite difference
- semi implicit
- numerical scheme
- finite element
- partial differential equations
- convergence speed
- step size
- learning rate
- nonlinear diffusion
- numerical analysis
- numerical solution
- level set
- numerical methods
- hamilton jacobi
- numerical stability
- faster convergence rate
- gradient method
- diffusion equation
- scale spaces
- anisotropic diffusion
- denoising
- objective function