On the Discretization of Some Nonlinear Fokker-Planck-Kolmogorov Equations and Applications.
Elisabetta CarliniFrancisco J. SilvaPublished in: SIAM J. Numer. Anal. (2018)
Keyphrases
- nonlinear equations
- finite difference
- linear systems
- numerical integration
- nonlinear partial differential equations
- ordinary differential equations
- numerical solution
- differential equations
- wave equation
- difference equations
- boundary value problem
- mathematical model
- boundary conditions
- linear quadratic
- preprocessing
- denoising
- nonlinear models
- discrete space
- nonlinear functions
- machine learning
- database
- data mining
- nonlinear systems
- numerical methods
- real time