Electronic Resource
Springer
BIT
40 (2000), S. 226-240
ISSN:
1572-9125
Keywords:
Stochastic differential equations
;
regularisation
;
stability
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract This paper is devoted to the numerical analysis of ill-posed problems of evolution equations in Banach spaces using certain classes of stochastic one-step methods. The linear stability properties of these methods are studied. Regularisation is given by the choice of the regularisation parameter as α = $$\sqrt {\tau _n }$$ , where τ n is the stepsize and provides the convergence on smooth initial data. The case of the approximation of well-posed problems is also considered.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1023/A:1022386822865
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