Convergence of a Random Particle Method to Solutions of the Kolmogorov Equation u t = νu xx + u(1 - u) (Q3823591)
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scientific article; zbMATH DE number 4098447
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| English | Convergence of a Random Particle Method to Solutions of the Kolmogorov Equation u t = νu xx + u(1 - u) |
scientific article; zbMATH DE number 4098447 |
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Convergence of a Random Particle Method to Solutions of the Kolmogorov Equation u t = νu xx + u(1 - u) (English)
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1989
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random particle
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reaction-diffusion equation
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Kolmogorov equation
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rate of convergence
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second-order time discretization
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second-order operator splitting
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0.8804038763046265
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0.8063570857048035
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