A stochastic method for solving a boundary value problem

DOI10.1016/0041-5553(84)90160-5MaRDI QIDQ3706439zbMATH OpenOpenAlexFDO

Authors A. F. Shapkin

Publication date 1984

Published in USSR Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0041-5553(84)90160-5

zbMATH Keywords

Hölder's spaceoptimal order of error estimaterandom nodessecond order equationstochastic method

Mathematics Subject Classification ID

Linear boundary value problems for ordinary differential equations (34B05) Numerical solution of boundary value problems involving ordinary differential equations (65L10)

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• Solving deterministic problems via stochastic approximation. - A simple yet powerful numerical method
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• Shooting Methods for Numerical Solution of Stochastic Boundary-Value Problems
• Method of lines for stochastic boundary-value problems with additive noise

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