Stochastic methods for ill-posed problems

نویسنده

  • K. Burrage
چکیده

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 = p n ; where n is the stepsize and provides the convergence on smooth initial data. The case of the approximation of well-posed problems is also considered.

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تاریخ انتشار 2007