We propose a new concept which allows us to apply any numerical method of weak approximation to a very broad class of stochastic differential equations (SDEs) with nonglobally Lipschitz coefficients.

This is a preview. Log in through your library . Abstract A finite difference scheme for the generalized nonlinear Schrödinger equation with variable coefficients is developed. The scheme is shown to ...

In this talk, I will present some recent advances in a project I have been working on during the Ph.D., namely, the reconstruction of discontinuous coefficients in a nonlinear system of PDEs and ODEs ...