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

MaRDI QIDQ2488091zbMATH OpenFDO

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)

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

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

Cited in

(2)

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

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)