SPECTRWM: Spectral Random Walk Method for the Numerical Solution of Stochastic Partial Differential Equations.
Nawaf Bou-RabeePublished in: SIAM Rev. (2018)
Keyphrases
- numerical solution
- random walk
- partial differential equations
- numerical methods
- finite difference
- boundary value problem
- finite element method
- pairwise
- differential equations
- difference equations
- spectral methods
- energy functional
- image denoising
- edge detection
- anisotropic diffusion
- multiscale
- similarity measure
- numerical scheme
- high order
- markov chain
- level set
- exact solution
- dynamic programming
- pattern recognition
- image processing