A probabilistic approach to numerical solution of the nonlinear diffusion equation (Q3203983)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A probabilistic approach to numerical solution of the nonlinear diffusion equation |
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A probabilistic approach to numerical solution of the nonlinear diffusion equation (English)
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1990
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extended Feynman-Kac-formula
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nonlinear diffusion equation
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averaging of neighbours
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simulation of Brownian motions
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random walk
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error estimate
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