Stochastic methods for ill-posed problems (Q1577715)
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scientific article; zbMATH DE number 1496091
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic methods for ill-posed problems |
scientific article; zbMATH DE number 1496091 |
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Stochastic methods for ill-posed problems (English)
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27 August 2000
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This paper considers the behaviour of ill-posed problems of the stochastic Euler method, semi-implicit Euler method and some new method. The new method shows improved stability for stiff problems. It has been shown that the applied regularization cannot be driven beyond a certain critical parameter level.
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ill-posed problems
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stochastic Euler method
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semi-implicit Euler method
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stability
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regularization
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