Weak approximations of solutions of a first order hyperbolic stochastic partial differential equation.
Christian RothPublished in: Monte Carlo Methods Appl. (2007)
Keyphrases
- partial differential equations
- boundary value problem
- numerical algorithms
- numerical methods
- anisotropic diffusion
- image denoising
- level set
- numerical solution
- image processing
- conservation laws
- difference equations
- image enhancement
- multiscale
- nonlinear partial differential equations
- stochastic systems
- differential equations
- ordinary differential equations
- finite difference method
- curve evolution
- energy functional
- finite difference
- hamilton jacobi
- problems in image processing
- diffusion equation
- regularization method
- nonlinear diffusion
- higher order
- denoising
- numerical scheme
- heat equation
- high order
- taylor series
- feature extraction