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A finite difference method for robust DMZ equation is presented in this paper, we use Crank-Nicolson Implicit(CNI) Scheme combined with Thomas Tridiagonal ...
A finite difference method for robust DMZ equation is presented in this paper, we use Crank-Nicolson Implicit(CNI) Scheme combined with Thomas Tridiagonal ...
This article shall follow the so-called Yau–Yau's algorithm to split the solution of the DMZ equation into on- and off- line part, where the off-line part ...
Abstract—In this paper, we investigate the Hermite spectral method (HSM) to numerically solve the forward Kolmogorov equation (FKE).
In this paper, we will propose an algorithm to solve the DMZ equation in this case, based on Hermite–Galerkin spectral method.
Specifically we show that the solution obtained from our algorithms converges to the solution of the DMZ equation in the L1 sense. Equally important, we have a ...
The purpose of this paper is to show that, under very mild conditions, theDMZ equation admits a unique nonnegative weak solution u which can be approximated ...
A robust and efficient iterative method for the numerical solution of the Helmholtz equation ... Numerical Solution of 1-D robust DMZ equation. February 2003.
Aug 12, 2019 · Abstract. In this paper, we propose an efficient numerical method to solve high-dimensional nonlinear filtering (NLF) problems.
Abstract—In this paper, we investigate the proper orthog- onal decomposition (POD) method to numerically solve the forward Kolmogorov equation (FKE).