Numerical study of interacting particles approximation for integro-differential equations (Q556315)
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English | Numerical study of interacting particles approximation for integro-differential equations |
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Numerical study of interacting particles approximation for integro-differential equations (English)
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13 June 2005
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numerical examples
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interacting particles approximation
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propagation of chaos
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evolution problems
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fractional Laplacian operator
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stochastic differential equations
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Euler's method
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Cauchy problem
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