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An efficient computational method for solving nonlinear stochastic Itô integral equations: Application for stochastic problems in physics.

Mohammad Hossein HeydariMohammad Reza HooshmandaslCarlo CattaniFarid Mohammad Maalek Ghaini
Published in: J. Comput. Phys. (2015)
Keyphrases
  • solving nonlinear
  • numerical methods
  • computational complexity
  • optimization algorithm
  • augmented lagrangian
  • dynamic programming
  • convex optimization
  • optimization method
  • constrained optimization
  • nonlinear equations