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Latest revision as of 10:35, 30 July 2024

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Stochastic methods for ill-posed problems
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    Stochastic methods for ill-posed problems (English)
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    27 August 2000
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    This paper considers the behaviour of ill-posed problems of the stochastic Euler method, semi-implicit Euler method and some new method. The new method shows improved stability for stiff problems. It has been shown that the applied regularization cannot be driven beyond a certain critical parameter level.
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    ill-posed problems
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    stochastic Euler method
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    semi-implicit Euler method
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    stability
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    regularization
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