Numerical solution of the Dirichlet problem for nonlinear parabolic equations by a probabilistic approach (Q2763940): Difference between revisions
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| Property / DOI: 10.1093/imanum/21.4.887 / rank | |||
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| Property / author: Grigori N. Milstein / rank | |||
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Latest revision as of 21:56, 19 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical solution of the Dirichlet problem for nonlinear parabolic equations by a probabilistic approach |
scientific article |
Statements
Numerical solution of the Dirichlet problem for nonlinear parabolic equations by a probabilistic approach (English)
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26 September 2002
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Monte Carlo method
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error bound
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numerical examples
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layer methods
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Dirichlet problem
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semilinear parabolic equations
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probabilistic representations
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stochastic differential equations
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convergence
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Burgers equation
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