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Discrete time Galerkin approximations to the nonlinear filtering solution

โœ Scribed by Jocelyn Freitas Bennaton


Publisher
Elsevier Science
Year
1985
Tongue
English
Weight
961 KB
Volume
110
Category
Article
ISSN
0022-247X

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A New Class of Time Discretization Schem
โœ Gregory Beylkin; James M. Keiser; Lev Vozovoi ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 324 KB

We consider issues of stability of time-discretization schemes with exact treatment of the linear part (ELP schemes) for solving nonlinear PDEs. A distinctive feature of ELP schemes is the exact evaluation of the contribution of the linear term, that is if the nonlinear term of the equation is zero,