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In this paper, we study the stochastic age dependent population equation's two explicit numerical methods. In general, most of stochastic age-dependent population equation don't have explicit solution, thus numerical approximation schemes are invaluable tools for exploring theirs properties. The main purpose of this paper is to prove the convergence of the numerical approximation solutions to the...
We propose a method for numerical approximation of the solutions of backward stochastic differential equations in some non-lipschitz conditions for the coefficient functions and without the condition of the continuity for the final data. Given a simulation-based estimator of the conditional expectation operator, we then suggest a backward simulation scheme. Our explicitly method is simple to implement...
Image analysis tools that process the image using polar coordinates are needed to avoid the interpolation from polar to cartesian coordinates. We present a tool for analysing and processing circular objects - the polar distance transform computed by fast-marching. The fast marching method can be used for computing the grey-weighted distance transform by numerically approximating the Eikonal differential...
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