Time-splitting approximation of the Cauchy problem for a stochastic conservation law.
Caroline BauzetPublished in: Math. Comput. Simul. (2015)
Keyphrases
- discrete random variables
- approximation schemes
- stage stochastic programs
- monte carlo sampling
- approximation algorithms
- approximation methods
- maximum likelihood
- stochastic optimization
- error bounds
- random projections
- case law
- stochastic process
- piecewise constant
- stochastic model
- database
- markov chain
- probabilistic model
- multi objective
- evolutionary algorithm
- search algorithm
- neural network
- data sets