1 resultado para CLIFFORD TORUS
em Duke University
Filtro por publicador
- Aberdeen University (1)
- Academic Research Repository at Institute of Developing Economies (1)
- Adam Mickiewicz University Repository (1)
- AMS Tesi di Dottorato - Alm@DL - Università di Bologna (3)
- Aquatic Commons (8)
- ArchiMeD - Elektronische Publikationen der Universität Mainz - Alemanha (6)
- Archive of European Integration (7)
- Archivo Digital para la Docencia y la Investigación - Repositorio Institucional de la Universidad del País Vasco (2)
- Aston University Research Archive (46)
- Biblioteca Digital da Produção Intelectual da Universidade de São Paulo (15)
- Biblioteca Digital da Produção Intelectual da Universidade de São Paulo (BDPI/USP) (16)
- Biblioteca Digital de Teses e Dissertações Eletrônicas da UERJ (4)
- Biblioteca Valenciana Digital - Ministerio de Educación, Cultura y Deporte - Valencia - Espanha (1)
- Bibloteca do Senado Federal do Brasil (9)
- Biodiversity Heritage Library, United States (2)
- Blue Tiger Commons - Lincoln University - USA (1)
- BORIS: Bern Open Repository and Information System - Berna - Suiça (30)
- Boston University Digital Common (2)
- Brock University, Canada (12)
- Bulgarian Digital Mathematics Library at IMI-BAS (1)
- CaltechTHESIS (8)
- Cambridge University Engineering Department Publications Database (19)
- CentAUR: Central Archive University of Reading - UK (35)
- Chinese Academy of Sciences Institutional Repositories Grid Portal (6)
- Coffee Science - Universidade Federal de Lavras (2)
- Collection Of Biostatistics Research Archive (1)
- Comissão Econômica para a América Latina e o Caribe (CEPAL) (1)
- CORA - Cork Open Research Archive - University College Cork - Ireland (1)
- Dalarna University College Electronic Archive (1)
- Deakin Research Online - Australia (54)
- Department of Computer Science E-Repository - King's College London, Strand, London (12)
- DI-fusion - The institutional repository of Université Libre de Bruxelles (1)
- Digital Archives@Colby (1)
- Digital Commons - Michigan Tech (1)
- Digital Commons - Montana Tech (4)
- Digital Peer Publishing (1)
- DigitalCommons@The Texas Medical Center (4)
- DigitalCommons@University of Nebraska - Lincoln (1)
- Digitale Sammlungen - Goethe-Universität Frankfurt am Main (1)
- Duke University (1)
- Harvard University (2)
- Helda - Digital Repository of University of Helsinki (4)
- Indian Institute of Science - Bangalore - Índia (30)
- Lume - Repositório Digital da Universidade Federal do Rio Grande do Sul (1)
- Ministerio de Cultura, Spain (3)
- National Center for Biotechnology Information - NCBI (18)
- Publishing Network for Geoscientific & Environmental Data (3)
- QSpace: Queen's University - Canada (1)
- QUB Research Portal - Research Directory and Institutional Repository for Queen's University Belfast (178)
- Queensland University of Technology - ePrints Archive (54)
- Repositório digital da Fundação Getúlio Vargas - FGV (1)
- Repositório Institucional da Universidade de Aveiro - Portugal (5)
- Repositório Institucional UNESP - Universidade Estadual Paulista "Julio de Mesquita Filho" (47)
- School of Medicine, Washington University, United States (2)
- Universidad de Alicante (1)
- Universidad del Rosario, Colombia (19)
- Universidad Politécnica de Madrid (4)
- Universidade Complutense de Madrid (2)
- Universidade Federal do Pará (5)
- Universidade Metodista de São Paulo (4)
- Université de Lausanne, Switzerland (1)
- Université de Montréal, Canada (4)
- University of Michigan (258)
- University of Queensland eSpace - Australia (22)
- University of Washington (2)
- WestminsterResearch - UK (1)
Resumo:
Numerical approximation of the long time behavior of a stochastic di.erential equation (SDE) is considered. Error estimates for time-averaging estimators are obtained and then used to show that the stationary behavior of the numerical method converges to that of the SDE. The error analysis is based on using an associated Poisson equation for the underlying SDE. The main advantages of this approach are its simplicity and universality. It works equally well for a range of explicit and implicit schemes, including those with simple simulation of random variables, and for hypoelliptic SDEs. To simplify the exposition, we consider only the case where the state space of the SDE is a torus, and we study only smooth test functions. However, we anticipate that the approach can be applied more widely. An analogy between our approach and Stein's method is indicated. Some practical implications of the results are discussed. Copyright © by SIAM. Unauthorized reproduction of this article is prohibited.