Numerical Approximation of Stationary Distributions for Stochastic Partial Differential Equations.
Jianhai BaoChenggui YuanPublished in: J. Appl. Probab. (2014)
Keyphrases
- partial differential equations
- solving partial differential equations
- stationary distribution
- ambrosio tortorelli
- markov chain
- image denoising
- numerical methods
- anisotropic diffusion
- finite difference
- level set
- image processing
- numerical algorithms
- queueing networks
- numerical solution
- image enhancement
- finite difference method
- numerical scheme
- multiscale
- random walk
- fourth order
- queue length
- differential equations
- curve evolution
- energy functional
- steady state
- difference equations
- diffusion equation
- transition probabilities
- neural network
- initial state
- sufficient conditions
- computer vision
- service times
- high order
- stochastic control
- wavelet transform
- state space