Differential equation models in the light of calculus
✍ Scribed by Kyösti Tarvainen
- Publisher
- Elsevier Science
- Year
- 1993
- Tongue
- English
- Weight
- 594 KB
- Volume
- 17
- Category
- Article
- ISSN
- 0895-7177
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📜 SIMILAR VOLUMES
The current paper aims at finding out a Lagrangian structure for some partial differential equations including the Stokes equations, the fractional wave equation, the diffusion or fractional diffusion equations, using the fractional embedding theory of continuous Lagrangian systems.
We study the approximation problem of Ef(Xr) by Ef(X~.), where (Xt) is the solution of a stochastic differential equation, (X~) is defined by the Euler discretization scheme with step T/n, and f is a given function. For smooth f's, Talay and Tubaro had shown that the error Ef(Xr) -Ef(X~) can be expa