Numerical approximation for nonlinear stochastic pantograph equations with Markovian switching.
Shaobo ZhouYangzi HuPublished in: Appl. Math. Comput. (2016)
Keyphrases
- solving partial differential equations
- partial differential equations
- finite difference
- curve evolution
- stochastic differential equations
- numerical integration
- difference equations
- dynamical systems
- point processes
- numerical scheme
- level set
- nonlinear equations
- image denoising
- feed forward artificial neural networks
- numerical solution
- differential equations
- anisotropic diffusion
- approximation schemes
- numerical methods
- energy functional
- monte carlo sampling
- numerical algorithms
- ordinary differential equations
- artificial neural networks
- finite element
- brownian motion
- optimal control
- maximum a posteriori estimation
- linear systems
- numerical analysis
- stage stochastic programs
- discrete random variables
- linear dynamical systems
- monte carlo
- hamilton jacobi
- stochastic processes
- taylor series
- boundary value problem
- image segmentation
- linear quadratic
- nonlinear partial differential equations
- sensitivity analysis
- diffusion equation
- stochastic process
- stochastic systems
- markov random field
- fractional brownian motion
- numerical calculation
- wave equation
- hidden markov models
- linear approximation
- linear equations
- nonlinear diffusion