Numerical solutions by stochastic analysis for boundary value problems
From MaRDI portal
Recommendations
- The solving of boundary value problems by numerical integration of stochastic equations
- Numerical solution of boundary value problems for linear systems of stochastic differential equations
- Shooting Methods for Numerical Solution of Stochastic Boundary-Value Problems
- Stochastic methods for Dirichlet problems
- Probabilistic numerical method for boundary value problems
Cited in
(14)- Numerical methods for linear boundary value problems based on Feynman-Kac representations
- Numerical solution of boundary value problems for linear systems of stochastic differential equations
- The solving of boundary value problems by numerical integration of stochastic equations
- Numerical analysis of the stochastic moving boundary problem
- Shooting Methods for Numerical Solution of Stochastic Boundary-Value Problems
- Probabilistic numerical method for boundary value problems
- A stochastic method for solving a boundary value problem
- scientific article; zbMATH DE number 599419 (Why is no real title available?)
- scientific article; zbMATH DE number 1055651 (Why is no real title available?)
- scientific article; zbMATH DE number 1437504 (Why is no real title available?)
- scientific article; zbMATH DE number 970407 (Why is no real title available?)
- Stochastic methods for Dirichlet problems
- Numerical and mathematical analysis of blow-up problems for a stochastic differential equation
- Method of lines for stochastic boundary-value problems with additive noise
This page was built for publication: Numerical solutions by stochastic analysis for boundary value problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5456335)