Convergence of a random walk method for a partial differential equation

DOI10.1090/S0025-5718-98-00917-XMaRDI QIDQ4383182zbMATH OpenWikidataFDO

Authors Weidong Lu

Publication date 24 March 1998

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

Full work available at URL https://doi.org/10.1090/S0025-5718-98-00917-X

zbMATH Keywords

Cauchy problemconvergencediffusion-reaction equationrandom fractional methodrandom walk method

Mathematics Subject Classification ID

Reaction-diffusion equations (35K57) Monte Carlo methods (65C05) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Applications to the sciences (65Z05)

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Cites work

• A mathematical introduction to fluid mechanics
• Accuracy of the random vortex method for a problem with non-smooth initial conditions
• Convergence of a Random Method with Creation of Vorticity
• Convergence of a Random Walk Method for the Burgers Equation
• Convergence of Random Methods for a Reaction-Diffusion Equation
• Convergence of the random vortex method
• scientific article; zbMATH DE number 3126031 (Why is no real title available?)
• scientific article; zbMATH DE number 3250158 (Why is no real title available?)
• Vortex sheet approximation of boundary layers

Cited in

(6)

• A quasi-random walk method for one-dimensional reaction-diffusion equations
• Convergence of a Random Particle Method to Solutions of the Kolmogorov Equation u t = νu xx + u(1 - u)
• scientific article; zbMATH DE number 1286132 (Why is no real title available?)
• Global random walk simulations of diffusion
• scientific article; zbMATH DE number 843491 (Why is no real title available?)
• Mean square rate of convergence for random walk approximation of forward-backward SDEs

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