Efficient parallel solution of nonlinear parabolic partial differential equations by a probabilistic domain decomposition

DOI10.1007/S10915-010-9349-2zbMath1203.65172OpenAlexW2085082480MaRDI QIDQ618567

Juan A. Acebrón, Ángel Rodríguez-Rozas, Renato Spigler

Publication date: 16 January 2011

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10915-010-9349-2

zbMATH Keywords

domain decompositionMonte Carlo methodsparallel computingnonlinear parabolic problemsfault-tolerant algorithmsbranching stochastic processes

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Multigrid methods; domain decomposition for initial value and initial-boundary value problems involving PDEs (65M55) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

Related Items (11)

Stochastic Solutions of Nonlinear PDE’s and an Extension of Superprocesses ⋮ Highly efficient numerical algorithm based on random trees for accelerating parallel Vlasov-Poisson simulations ⋮ Parallel stochastic methods for PDE based grid generation ⋮ Superprocesses on ultradistributions ⋮ A stochastic approach to the solution of magnetohydrodynamic equations ⋮ Stochastic solutions and singular partial differential equations ⋮ Probabilistic domain decomposition for the solution of the two-dimensional magnetotelluric problem ⋮ A new parallel solver suited for arbitrary semilinear parabolic partial differential equations based on generalized random trees ⋮ The PDD method for solving linear, nonlinear, and fractional PDEs problems ⋮ A Stochastic Domain Decomposition Method for Time Dependent Mesh Generation ⋮ Hybrid PDE solver for data-driven problems and modern branching

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Simulation of stopped diffusions
• Domain decomposition solution of nonlinear two-dimensional parabolic problems by random trees
• Probability \& incompressible Navier-Stokes equations: an overview of some recent developments
• Stochastic cascades and 3-dimensional Navier-Stokes equations
• Multiplicative cascades applied to PDEs (two numerical examples)
• Probabilistically induced domain decomposition methods for elliptic boundary-value problems
• Vitesse de convergence d'une méthode particulaire stochastique avec branchements
• Convergence rate of the Sherman and Peskin branching stochastic particle method
• Functional Integration and Partial Differential Equations. (AM-109)
• Application of brownian motion to the equation of kolmogorov-petrovskii-piskunov
• A Gradient Random Walk Method for Two-Dimensional Reaction-Diffusion Equations
• Exponential Timestepping with Boundary Test for Stochastic Differential Equations
• A stochastic simulation for solving scalar reaction–diffusion equations
• A Monte Carlo Method for Scalar Reaction Diffusion Equations
• On Traveling Wave Solutions of Fisher's Equation in Two Spatial Dimensions
• Domain Decomposition Solution of Elliptic Boundary-Value Problems via Monte Carlo and Quasi-Monte Carlo Methods
• Efficient numerical solution of stochastic differential equations using exponential timestepping

This page was built for publication: Efficient parallel solution of nonlinear parabolic partial differential equations by a probabilistic domain decomposition