STOCHASTIC REGULARIZATION METHOD FOR BACKWARD CAUCHY PROBLEM IN BANACH SPACES

被引：1

作者：

Burrage, K. ^{[1
,2
]}

van Casteren, J. ^{[3
]}

Piskarev, S. ^{[4
]}

机构：

[1] Univ Oxford, COMLAB, Oxford, England

[2] Univ Queensland, IMB, Brisbane, Qld, Australia

[3] Univ Antwerp, Dept Math & Comp Sci, B-2020 Antwerp, Belgium

[4] Moscow MV Lomonosov State Univ, Sci Res Comp Ctr, Moscow, Russia

来源：

NUMERICAL FUNCTIONAL ANALYSIS AND OPTIMIZATION | 2011年 / 32卷 / 10期

基金：

俄罗斯基础研究基金会;

关键词：

differential equations; Backward Cauchy problem; Banach spaces; Difference schemes; Discrete semigroups; Full discretization; Ill-posed problem; Regularization; Semidiscretization; Well-posedness; ILL-POSED PROBLEMS;

D O I：

10.1080/01630563.2011.604196

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We consider a stochastic regularization method for solving the backward Cauchy problem in Banach spaces. An order of convergence is obtained on sourcewise representative elements.

引用

页码：1019 / 1040

页数：22

共 32 条

[1] Structural stability for ill-posed problems in Banach space [J].

Ames, KA ;

Hughes, RJ .

SEMIGROUP FORUM, 2005, 70 (01) :127-145

[2]

[Anonymous], 1977, Solution of illposed problems

[3]

[Anonymous], 2000, NZ J MATHS

[4]

[Anonymous], 1986, WILEY SERIES PROBABI

[5]

Bakushinsky A.B., 2006, NUMER METHOD PROG N, VN7, P163

[6]

Boussetila N, 2006, ELECTRON J DIFFER EQ

[7] High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations [J].

Burrage, K ;

Burrage, PM .

APPLIED NUMERICAL MATHEMATICS, 1996, 22 (1-3) :81-101

[8] Stochastic methods for ill-posed problems [J].

Burrage, K ;

Piskarev, S .

BIT, 2000, 40 (02) :226-240

[9]

Dalecky Yu.L., 1990, P 5 VILN C PROB THEO, V1, P433

[10]

Dalecky Yu.L., 1991, MEASURES DIFFERENT S, P323

← 1 2 3 4 →