Stochastic methods for ill-posed problems (Q1577715): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q557369 |
||
| Property / author | |||
| Property / author: Q586213 / rank | |||
Revision as of 02:18, 16 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic methods for ill-posed problems |
scientific article |
Statements
Stochastic methods for ill-posed problems (English)
0 references
27 August 2000
0 references
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.
0 references
ill-posed problems
0 references
stochastic Euler method
0 references
semi-implicit Euler method
0 references
stability
0 references
regularization
0 references
