Numerical approximation of singular-degenerate parabolic stochastic PDEs.
Lubomír BañasBenjamin GessChristian ViethPublished in: CoRR (2020)
Keyphrases
- solving partial differential equations
- partial differential equations
- stochastic control
- curve evolution
- approximation schemes
- numerical methods
- dynamical systems
- image denoising
- discrete random variables
- level set
- anisotropic diffusion
- image processing
- numerical solution
- finite difference
- monte carlo
- numerical algorithms
- image enhancement
- stage stochastic programs
- numerical scheme
- stochastic optimization
- stochastic model
- optimal control
- monte carlo sampling
- multiscale
- approximation methods
- fourth order
- mathematical morphology
- error bounds
- numerical calculation
- queueing networks
- nonlinear diffusion
- differential equations
- hough transform
- sensitivity analysis
- high order