Stochastic methods for ill-posed problems

DOI10.1023/A:1022386822865zbMath0960.65011OpenAlexW1773817993MaRDI QIDQ1577715

Kevin Burrage, Serguei Piskarev

Publication date: 27 August 2000

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1022386822865

zbMATH Keywords

stabilityregularizationill-posed problemssemi-implicit Euler methodstochastic Euler method

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear ordinary differential equations and systems (34A34) Stability and convergence of numerical methods for ordinary differential equations (65L20) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Numerical solutions to stochastic differential and integral equations (65C30) Numerical solution of ill-posed problems involving ordinary differential equations (65L08)

Related Items (3)

Integrated semigroups and \(C\)-semigroups and their applications ⋮ Stiffly accurate Runge-Kutta methods for stiff stochastic differential equations ⋮ Stochastic Regularization Method for Backward Cauchy Problem in Banach Spaces

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