A probabilistic approach to the solution of the Neumann problem for nonlinear parabolic equations (Q4787677)
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scientific article; zbMATH DE number 1850458
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| English | A probabilistic approach to the solution of the Neumann problem for nonlinear parabolic equations |
scientific article; zbMATH DE number 1850458 |
Statements
A probabilistic approach to the solution of the Neumann problem for nonlinear parabolic equations (English)
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25 August 2003
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numerical methods for parabolic equations
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Neumann problem
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probabilistic representations
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weak approximations
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convergence
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Burgers equation
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stochastic differential equations
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nonlinear parabolic equations
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layer methods
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algorithms
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0.87992924451828
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0.8473417162895203
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0.8383992314338684
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0.7943398952484131
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