An adaptive scheme for the approximation of dissipative systems

Stochastic Processes and their Applications

Volumn 117, Issue 10, 2007, Pages 1491-1518

  Lemaire, Vincent ^a  

^a UFR des Sciences et Technologie   (France)

Author keywords

Diffusion process; Dissipative system; Euler method; Invariant measure; Simulation; Stochastic algorithm

Indexed keywords

DIFFERENTIAL EQUATIONS; ENERGY DISSIPATION; EULER EQUATIONS; GRADIENT METHODS; HAMILTONIANS; PROGRAM PROCESSORS; RANDOM PROCESSES;

DIFFUSION PROCESS; DISSIPATIVE SYSTEMS; EULER METHOD; INVARIANT MEASURES;

ADAPTIVE SYSTEMS;

EID: 34548331728     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2007.02.004     Document Type: Article

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