5 search results - page 1 / 1 » Numerical algorithms for semilinear parabolic equations with... |
MOC
2000
13 years 4 months ago
2000
The probabilistic approach is used for constructing special layer methods to solve the Cauchy problem for semilinear parabolic equations with small parameter. Despite their probabi...
SIAMNUM
2010
12 years 11 months ago
2010
We present and analyze an algorithm to solve numerically BSDEs based on Picard's iterations and on a sequential control variate technique. Its convergence is geometric. Moreov...
AMC
2008
13 years 5 months ago
2008
This paper discusses the infinite horizon stochastic Nash games with state-dependent noise. After establishing the asymptotic structure along with the positive semidefiniteness for...
SIAMNUM
2010
12 years 11 months ago
2010
Abstract. In this article a stochastic particle system approximation to the parametric sensitivity in the Smoluchowski coagulation equation is introduced. The parametric sensitivit...
JMLR
2010
12 years 11 months ago
2010
With the goal to generate more scalable algorithms with higher efficiency and fewer open parameters, reinforcement learning (RL) has recently moved towards combining classical tec...