The approximate calculation of invariant measures of diffusions via finite difference approximations to degenerate elliptic partial differential equations

Journal of Mathematical Analysis and Applications ◽

10.1016/0022-247x(75)90126-2 ◽

1975 ◽

Vol 51 (2) ◽

pp. 359-367 ◽

Author(s):

H.J Kushner ◽

Chen-Fu Yu

Keyword(s):

Partial Differential Equations ◽

Finite Difference ◽

Differential Equations ◽

Approximate Calculation ◽

Invariant Measures ◽

Elliptic Partial Differential Equations ◽

Partial Differential ◽

Finite Difference Approximations ◽

Difference Approximations ◽

Degenerate Elliptic

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Use of Finite Difference Approximations to Partial Differential Equations for Problems Having Boundaries at Infinity (Correspondence)

IEEE Transactions on Microwave Theory and Techniques ◽

10.1109/tmtt.1971.1127551 ◽

1971 ◽

Vol 19 (5) ◽

pp. 484-486 ◽

Author(s):

F. Sandy ◽

J. Sage

Keyword(s):

Partial Differential Equations ◽

Finite Difference ◽

Differential Equations ◽

Partial Differential ◽

Finite Difference Approximations ◽

Difference Approximations

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Introduction to finite difference approximations to initial value problems for partial differential equations

Symposium on the Theory of Numerical Analysis - Lecture Notes in Mathematics ◽

10.1007/bfb0060345 ◽

1971 ◽

pp. 111-152

Author(s):

Olof Widlund

Keyword(s):

Partial Differential Equations ◽

Finite Difference ◽

Differential Equations ◽

Initial Value Problems ◽

Initial Value ◽

Partial Differential ◽

Finite Difference Approximations ◽

Difference Approximations

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Probability limit theorems and the convergence of finite difference approximations of partial differential equations

Journal of Mathematical Analysis and Applications ◽

10.1016/0022-247x(70)90319-7 ◽

1970 ◽

Vol 32 (1) ◽

pp. 77-103 ◽

Author(s):

Harold J Kushner

Keyword(s):

Partial Differential Equations ◽

Finite Difference ◽

Differential Equations ◽

Limit Theorems ◽

Partial Differential ◽

Probability Limit ◽

Finite Difference Approximations ◽

Difference Approximations

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Some results on the stability and dynamics of finite difference approximations to nonlinear partial differential equations

Numerical Methods for Partial Differential Equations ◽

10.1002/num.1690090203 ◽

1993 ◽

Vol 9 (2) ◽

pp. 117-133 ◽

Author(s):

S. Roy Choudhury

Keyword(s):

Partial Differential Equations ◽

Finite Difference ◽

Differential Equations ◽

Nonlinear Partial Differential Equations ◽

Partial Differential ◽

Finite Difference Approximations ◽

Difference Approximations ◽

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Accurate finite difference approximations for the solution of parabolic partial differential equations by semi-discretization

International Journal for Numerical Methods in Engineering ◽

10.1002/nme.1620231213 ◽

1986 ◽

Vol 23 (12) ◽

pp. 2325-2346 ◽

Author(s):

E. Huntley

Keyword(s):

Partial Differential Equations ◽

Finite Difference ◽

Differential Equations ◽

Parabolic Partial Differential Equations ◽

Partial Differential ◽

Finite Difference Approximations ◽

Difference Approximations

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Direct methods for the solution of finite-difference approximations to separable partial differential equations

The Computer Journal ◽

10.1093/comjnl/8.2.150 ◽

1965 ◽

Vol 8 (2) ◽

pp. 150-156 ◽

Author(s):

M. R. Osborne

Keyword(s):

Partial Differential Equations ◽

Finite Difference ◽

Differential Equations ◽

Direct Methods ◽

Partial Differential ◽

Finite Difference Approximations ◽

Difference Approximations

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Finite difference approximations for partial differential equations with rapidly oscillating coefficients

ESAIM Mathematical Modelling and Numerical Analysis ◽

10.1051/m2an/1991250606931 ◽

1991 ◽

Vol 25 (6) ◽

pp. 693-710 ◽

Author(s):

M. Avellaneda ◽

Th. Y. Hou ◽

G. C. Papanicolaou

Keyword(s):

Partial Differential Equations ◽

Finite Difference ◽

Differential Equations ◽

Partial Differential ◽

Finite Difference Approximations ◽

Difference Approximations ◽

Oscillating Coefficients

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Probability methods for the convergence of finite difference approximations to partial differential equations

Journal of Mathematical Analysis and Applications ◽

10.1016/0022-247x(73)90280-1 ◽

1973 ◽

Vol 43 (3) ◽

pp. 603-625 ◽

Author(s):

Harold J Kushner ◽

Chen-Fu Yu

Keyword(s):

Partial Differential Equations ◽

Finite Difference ◽

Differential Equations ◽

Partial Differential ◽

Finite Difference Approximations ◽

Difference Approximations ◽

Probability Methods

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Iterative procedures for solving finite-difference approximations to separable partial differential equations

The Computer Journal ◽

10.1093/comjnl/6.1.93 ◽

1963 ◽

Vol 6 (1) ◽

pp. 93-99 ◽

Author(s):

M. R. Osborne

Keyword(s):

Partial Differential Equations ◽

Finite Difference ◽

Differential Equations ◽

Partial Differential ◽

Finite Difference Approximations ◽

Difference Approximations ◽

Iterative Procedures

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Finite difference approximations for two-sided space-fractional partial differential equations

Applied Numerical Mathematics ◽

10.1016/j.apnum.2005.02.008 ◽

2006 ◽

Vol 56 (1) ◽

pp. 80-90 ◽

Author(s):

Mark M. Meerschaert ◽

Charles Tadjeran

Keyword(s):

Partial Differential Equations ◽

Finite Difference ◽

Differential Equations ◽

Fractional Partial Differential Equations ◽

Partial Differential ◽

Finite Difference Approximations ◽

Difference Approximations

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