Galerkin Approximations for the Stochastic Burgers Equation.

Dirk Blömker Arnulf Jentzen

Published in: SIAM J. Numer. Anal. (2013)

Keyphrases

differential equations
numerical methods
difference equations
partial differential equations
brownian motion
monte carlo
stochastic optimization
stochastic process
numerical solution
dynamical systems
stochastic model
approximation methods
image processing
efficient computation
optical flow computation