Numerical solution of the Dirichlet problem for nonlinear parabolic equations by a probabilistic approach (Q2763940): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1998499117 / rank | |||
Normal rank | |||
Revision as of 18:09, 19 March 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)
0 references
26 September 2002
0 references
Monte Carlo method
0 references
error bound
0 references
numerical examples
0 references
layer methods
0 references
Dirichlet problem
0 references
semilinear parabolic equations
0 references
probabilistic representations
0 references
stochastic differential equations
0 references
convergence
0 references
Burgers equation
0 references
