44 search results - page 3 / 9 » Numerical Approximation of Parabolic Stochastic Partial Diff... |
100
Voted
SIAMSC
2008
15 years 11 days ago
2008
Asymptotic linear stability is studied for stochastic differential equations (SDEs) that incorporate Poisson-driven jumps and their numerical simulation using Eulertype discretisa...
98
Voted
IPPS
2007
IEEE
15 years 6 months ago
2007
IEEE
Partial differential equations (PDEs) are used to model physical phenomena and then appropriate convergent numerical algorithms are employed to solve them and create computer simu...
AMC
2006
15 years 15 days ago
2006
The exponential Euler method is a nonstandard approximation scheme that was developed specifically for the Hodgkin-Huxley differential equation models that arise in neuroscience a...
107
click to vote
MCS
2008
Springer
15 years 12 days ago
2008
Springer
In many real-life applications of optimal control problems with constraints in form of partial differential equations (PDEs), hyperbolic equations are involved which typically desc...
104
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AMC
2008
15 years 17 days ago
2008
A system of stochastic differential equations is studied describing a compartmental carbon transfer model that includes uncertainties arising in the model from environmental and p...