Numerical Approaches for Linear Left-invariant Diffusions onSE(2), their Comparison to Exact Solutions, and their Applications in Retinal Imaging
DOI10.4208/nmtma.2015.m1411zbMath1363.65008arXiv1403.3320OpenAlexW3102122047MaRDI QIDQ2825039
Gonzalo Sanguinetti, Jiong Zhang, Bart M. ter Haar Romeny, Remco Duits
Publication date: 6 October 2016
Published in: Numerical Mathematics: Theory, Methods and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1403.3320
Brownian motionerror boundsMonte Carlo simulationsfinite difference methodsstochastic methodsEuclidean motion groupFourier methodsMathieu operatorshypo-elliptic diffusionMathematica algorithmsretinal imaging
Monte Carlo methods (65C05) Discrete-time Markov processes on general state spaces (60J05) Numerical aspects of computer graphics, image analysis, and computational geometry (65D18) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Numerical methods for discrete and fast Fourier transforms (65T50) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Hypoelliptic equations (35H10) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)
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