A monotone scheme for nonlinear partial integro-differential equations with the convergence rate of α-stable limit theorem under sublinear expectation.
Mingshang HuLianzi JiangGechun LiangPublished in: CoRR (2021)
Keyphrases
- differential equations
- convergence rate
- difference equations
- ordinary differential equations
- nonlinear differential equations
- boundary value problem
- convergence speed
- dynamical systems
- step size
- numerical integration
- learning rate
- feed forward artificial neural networks
- numerical solution
- global convergence
- numerical methods
- partial differential equations
- steady state
- gradient method
- faster convergence rate
- cost function
- primal dual
- number of iterations required
- numerical stability
- gauss seidel
- runge kutta