论文信息 - Verification of a Numerical Solution to a Collocation Problem

Verification of a Numerical Solution to a Collocation Problem

In a recent method to compute Lyapunov functions for nonlinear stochastic differential equations a subsequent verification of the results is needed. The theory has been developed but there are several practical difficulties in its implementation because of the huge amount of function evaluations needed during verification. We study several different methods and compare their accuracy and efficiency.

Hjörtur Björnsson | Sigurdur F. Hafstein

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