Numerical Methods for Stochastic Delay Differential Equations Via the Wong-Zakai Approximation.
Wanrong CaoZhongqiang ZhangGeorge E. KarniadakisPublished in: SIAM J. Sci. Comput. (2015)
Keyphrases
- numerical methods
- differential equations
- approximation schemes
- brownian motion
- difference equations
- dynamical systems
- feed forward artificial neural networks
- numerical solution
- numerical integration
- ordinary differential equations
- optimal control problems
- partial differential equations
- finite element method
- boundary value problem
- runge kutta
- finite difference method
- neural network