Convergence of finite element solutions of stochastic partial integro-differential equations driven by white noise.
Max D. GunzburgerBuyang LiJilu WangPublished in: Numerische Mathematik (2019)
Keyphrases
- finite element
- differential equations
- white noise
- boundary value problem
- numerical solution
- markov processes
- difference equations
- finite element method
- dynamical systems
- non stationary
- noise reduction
- ordinary differential equations
- mesh generation
- numerical methods
- noise model
- optimal solution
- bandpass
- partial differential equations
- markov process
- finite element model
- gaussian noise
- boundary conditions
- random fields
- stochastic processes
- denoising
- dynamic programming
- image processing