Numerical Solution of SDE through Computer Experiments (P. E. Kloeden, E. Platen, and H. Schurz).
Philip ProtterPublished in: SIAM Rev. (1996)
Keyphrases
- numerical solution
- differential equations
- partial differential equations
- finite element
- low order
- finite element method
- finite difference
- exact solution
- linear systems
- boundary value problem
- ordinary differential equations
- input image
- numerical methods
- search algorithm
- integer programming
- energy minimization
- image analysis