Wavelet-Galerkin method for the Kolmogorov equation
DOI10.1016/j.mcm.2003.07.016zbMath1070.65095OpenAlexW2049825215MaRDI QIDQ1776476
Zhi-Gang Liang, Stephen Shing-Toung Yau
Publication date: 12 May 2005
Published in: Mathematical and Computer Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.mcm.2003.07.016
numerical examplefinite element methodinitial-boundary value problemnonlinear filteringKolmogorov equationwavelet Galerkin methodDaubechies' waveletsDaubechies scaling functionpyramid algorithm
Nonlinear parabolic equations (35K55) Signal detection and filtering (aspects of stochastic processes) (60G35) Numerical methods for wavelets (65T60) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60)
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