Hybrid PDE solver for data-driven problems and modern branching
Publication:3133609
DOI10.1017/S0956792517000109zbMath1387.65008arXiv1705.03666OpenAlexW2964219240MaRDI QIDQ3133609
Gonçalo dos Reis, Greig Smith, Francisco Bernal
Publication date: 5 February 2018
Published in: European Journal of Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1705.03666
Monte Carlo methodsprobabilistic domain decompositionhigh-performance parallel computinghybrid nonlinear PDE solversmarked branching diffusions
Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55) Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Monte Carlo methods (65C05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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