Analysis of splitting methods for reaction-diffusion problems using stochastic calculus

DOI10.1090/S0025-5718-08-02185-6MaRDI QIDQ3055153zbMATH OpenFDO

Authors Erwan Faou

Publication date 7 November 2010

Published in Mathematics of Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/S0025-5718-08-02185-6

zbMATH Keywords

Monte Carlo methodsreaction-diffusion equationssplitting methodsstochastic processes

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Monte Carlo methods (65C05) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15)

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Cites work

• Convergence of a splitting method of high order for reaction-diffusion systems
• Convergence of the Peaceman-Rachford approximation for reaction-diffusion systems
• Error bounds for exponential operator splittings
• scientific article; zbMATH DE number 1223761 (Why is no real title available?)
• scientific article; zbMATH DE number 1355359 (Why is no real title available?)
• scientific article; zbMATH DE number 933356 (Why is no real title available?)
• Numerical integration of reaction-diffusion systems
• On the error estimate of the integral kernel for the Trotter product formula for Schrödinger operators
• Operator splitting for nonlinear reaction-diffusion systems with an entropic structure: Singular perturbation and order reduction
• Rate of Convegence of a Stochastic Particle Method for the Kolmogorov Equation with Variable Coefficients
• Strang's formula for holomorphic semi-groups

Cited in

(9)

• A splitting/polynomial chaos expansion approach for stochastic evolution equations
• On the local and global errors of splitting approximations of reaction–diffusion equations with high spatial gradients
• scientific article; zbMATH DE number 846975 (Why is no real title available?)
• Iterative semi-implicit splitting methods for stochastic chemical kinetics
• Parabolic free boundary price formation models under market size fluctuations
• Splitting methods for the nonlocal Fowler equation
• Efficient simulation of discrete stochastic reaction systems with a splitting method
• Splitting for some classes of homeomorphic and coalescing stochastic flows
• High-order splitting schemes for semilinear evolution equations

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