A Numerical Scheme for Invariant Distributions of Constrained Diffusions.
Amarjit BudhirajaJiang ChenSylvain RubenthalerPublished in: Math. Oper. Res. (2014)
Keyphrases
- numerical scheme
- anisotropic diffusion
- partial differential equations
- edge detection
- noise removal
- diffusion process
- color image processing
- diffusion equation
- energy functional
- numerical solution
- variational methods
- probability distribution
- level set
- nonlinear diffusion
- gaussian distribution
- image processing
- fixed point
- random variables
- finite difference
- diffusion tensor
- affine invariant
- lie group