Semi-implicit split-step numerical methods for a class of nonlinear stochastic differential equations with non-Lipschitz drift terms.
Burhaneddin IzgiCoskun ÇetinPublished in: J. Comput. Appl. Math. (2018)
Keyphrases
- numerical methods
- semi implicit
- nonlinear diffusion
- finite difference
- partial differential equations
- stochastic differential equations
- differential equations
- anisotropic diffusion
- numerical scheme
- numerical solution
- scale spaces
- multiresolution
- finite element
- level set method
- image processing
- reinforcement learning