Stochastic methods for ill-posed problems

DOI10.1023/A:1022386822865MaRDI QIDQ1577715zbMATH OpenOpenAlexFDO

Authors Kevin Burrage, S. I. Piskarev

Publication date 27 August 2000

Published in BIT (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1022386822865

zbMATH Keywords

ill-posed problemsregularizationsemi-implicit Euler methodstabilitystochastic Euler method

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Numerical solution of ill-posed problems involving ordinary differential equations (65L08) Stability and convergence of numerical methods for ordinary differential equations (65L20)

Review text

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.

Recommendations

• scientific article; zbMATH DE number 4115846
• The discretization of ill-posed problems
• A modified method of stochastic regularization for an ill-posed Cauchy problem
• Regularization methods for the stable solution of inverse problems
• Error estimates for stabilized finite element methods applied to ill-posed problems

Cited in

(9)

• Integrated semigroups and \(C\)-semigroups and their applications
• A stochastic procedure to solve linear ill-posed problems
• The mean-square convergence of stochastic iterative procedures in ill-posed problems
• Stochastic regularization method for backward Cauchy problem in Banach spaces
• scientific article; zbMATH DE number 51316 (Why is no real title available?)
• scientific article; zbMATH DE number 59425 (Why is no real title available?)
• Stochastic Partial Differential Equations for Computer Vision with Uncertain Data
• Stiffly accurate Runge-Kutta methods for stiff stochastic differential equations
• Stochastic algorithms for solving linear and nonlinear inverse ill-posed problems for particle size retrieving and x-ray diffraction analysis of epitaxial films

This page was built for publication: Stochastic methods for ill-posed problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1577715)