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Optimal switching for partial differential equations I

โœ Scribed by Srdjan Stojanovic; Jiongmin Yong


Publisher
Elsevier Science
Year
1989
Tongue
English
Weight
740 KB
Volume
138
Category
Article
ISSN
0022-247X

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Optimal Prediction for Hamiltonian Parti
โœ Alexandre J. Chorin; Raz Kupferman; Doron Levy ๐Ÿ“‚ Article ๐Ÿ“… 2000 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 220 KB

Optimal prediction methods compensate for a lack of resolution in the numerical solution of time-dependent differential equations through the use of prior statistical information. We present a new derivation of the basic methodology, show that fieldtheoretical perturbation theory provides a useful d