Convergence of numerical solutions to stochastic pantograph equations with Markovian switching.

Ronghua Li Min Liu Wan-Kai Pang

Published in: Appl. Math. Comput. (2009)

Keyphrases

numerical solution
nonlinear equations
differential equations
partial differential equations
finite element
low order
ordinary differential equations
finite difference
exact solution
linear systems
hidden markov models
integer programming