SIMULATION OF STOCHASTIC-EVOLUTION EQUATIONS IN DISCRETE BASES

被引：0

作者：

BULYCHEV, YG

POGONYSHEV, SA

机构：

来源：

COMPUTATIONAL MATHEMATICS AND MATHEMATICAL PHYSICS | 1991年 / 31卷 / 03期

关键词：

D O I：

暂无

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Standard difference schemes of numerical integration and efficient partial differentiation procedures using discrete-basis representations are used to develop new methods of simulating stochastic evolution equations on an adaptive approximation grid, which ensure a specified computational accuracy subject to minimum computational costs.

引用

页码：32 / 36

页数：5

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