Convergence of a Random Particle Method to Solutions of the Kolmogorov Equation u t = νu xx + u(1 - u) (Q3823591)

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Convergence of a Random Particle Method to Solutions of the Kolmogorov Equation u t = νu xx + u(1 - u)
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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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