On strong convergence of explicit numerical methods for stochastic delay differential equations under non-global Lipschitz conditions.
Wanrong CaoJia LiangYufen LiuPublished in: J. Comput. Appl. Math. (2021)
Keyphrases
- differential equations
- numerical methods
- initial conditions
- brownian motion
- feed forward artificial neural networks
- dynamical systems
- semi implicit
- approximation schemes
- numerical solution
- ordinary differential equations
- finite element method
- runge kutta
- partial differential equations
- finite difference method
- boundary value problem
- sufficient conditions
- optimal control problems
- image analysis
- image compression