A projected Euler Method for Random Periodic Solutions of Semi-linear SDEs with non-globally Lipschitz coefficients.
Yujia GuoXiaojie WangYue WuPublished in: CoRR (2024)
Keyphrases
- experimental evaluation
- computational cost
- cost function
- synthetic data
- detection method
- high accuracy
- segmentation method
- segmentation algorithm
- weighting coefficients
- global solution
- classification method
- clustering method
- optimization algorithm
- objective function
- support vector machine svm
- support vector machine
- significant improvement
- preprocessing