The use of the method of supporting integral curves for dealing with stiffness of equations of nonlinear filtration

zbMATH Open1092.93602MaRDI QIDQ2488091FDOQ2488091

Authors: Yu. G. Bulychev, A. V. Eliseev 

Publication date: 24 August 2005

Published in: Journal of Computer and Systems Sciences International (Search for Journal in Brave)

Recommendations

• Stiffness of approximate nonlinear filtering equations
• Filtering Techniques for Systems of Stiff Ordinary Differential Equations I
• scientific article; zbMATH DE number 431519
• scientific article; zbMATH DE number 1062937
• Filtering Techniques for Systems of Stiff Ordinary Differential Equations II. Error estimates

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Cited In (2)

• On an explicit scheme for filtration problem solution
• Stiffness of approximate nonlinear filtering equations

This page was built for publication: The use of the method of supporting integral curves for dealing with stiffness of equations of nonlinear filtration

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2488091)