Using the Strang-Fix approximation in discrete-stochastic numerical procedures.
A. V. VoytishekPublished in: Monte Carlo Methods Appl. (1997)
Keyphrases
- discrete random variables
- approximation schemes
- stage stochastic programs
- markov processes
- continuous functions
- monte carlo sampling
- discrete version
- numerical methods
- hopfield neural network
- continuous domains
- approximation error
- numerical calculation
- stochastic programming
- relative error
- finite number
- sensitivity analysis
- discrete geometry
- difference equations
- closed form
- data sets
- learning automata
- numerical data
- binary valued
- monte carlo
- special case
- search algorithm
- multiscale
- image segmentation