线 PDEs

Adam Andersson1,2, Annika Lang1, Andreas Petersson1,3,4

  • 1Department of Mathematical Sciences, Chalmers University of Technology & University of Gothenburg, Gothenburg, Sweden.

Applied mathematics and optimization
|May 7, 2025
PubMed
概括

本研究开发了使用运算符Lyapunov方程的随机局部微分方程 (SPDEs) 的确定性数值方法. 该方法在计算路径依赖函数时,与蒙特卡洛采样相比具有优势.

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