Iterative methods for nonlinear systems associated with finite difference approach in stochastic differential equations.
Ali Reza SoheiliFazlollah SoleymaniPublished in: Numer. Algorithms (2016)
Keyphrases
- nonlinear systems
- iterative methods
- finite difference
- brownian motion
- finite element
- numerical solution
- differential equations
- partial differential equations
- learning rate
- constrained optimization
- fuzzy control
- level set
- diffusion process
- stochastic process
- poisson process
- fuzzy controller
- optimal control
- genetic algorithm
- convergence rate
- image denoising
- stochastic processes
- heavy traffic
- scale space
- image processing