analogous
发表于 2025-3-26 23:56:41
Numerical Methods for SDEs with Small Noise,fficient than general methods. Very often fluctuations, which affect a physical system, are small. Fortunately, as shown in this chapter, in the case of stochastic systems with small noise, it is possible to construct special high-exactness numerical methods with low time-step order and hence comput
MURKY
发表于 2025-3-27 01:43:40
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不透明
发表于 2025-3-27 06:05:48
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怪物
发表于 2025-3-27 12:34:10
Random Walks for Linear Boundary Value Problems,ter . deals with mean-square approximations of SDEs in bounded domains, and its results can be applied for solving boundary value problems. However, since solutions of boundary value problems for parabolic and elliptic equations can be represented as expectations of solutions of the corresponding sy
柔美流畅
发表于 2025-3-27 17:39:54
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笨重
发表于 2025-3-27 21:28:34
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预兆好
发表于 2025-3-27 22:34:19
Solving FBSDEs Using Layer Methods, FBSDEs are associated with semilinear or quasilinear PDEs. In turn, solutions of the PDEs have probabilistic representations via the FBSDEs, which are a generalization of the Feynman-Kac formula. The chapter presents numerical algorithms for solving FBSDEs in the mean-square sense. In both cases of
GORGE
发表于 2025-3-28 03:18:32
Solving Parabolic SPDEs by Averaging Over Characteristics,losely related to the nonlinear filtering problem. In this chapter the method of characteristics (the generalised Feynman-Kac formula) and numerical integration of (ordinary) SDEs together with the Monte Carlo technique are exploited to propose numerical methods for linear SPDEs of parabolic type. T
Lumbar-Stenosis
发表于 2025-3-28 08:22:49
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水槽
发表于 2025-3-28 11:47:32
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