A discrete analog of Kac's formula and optimal approximation of the solution of the heat equation

zbMath0898.35041MaRDI QIDQ1386831

George A. Anastassiou, Alexander D. Bendikov

Publication date: 26 May 1998

Published in: Indian Journal of Pure \& Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

space-time random walk; space-time Wiener process

Mathematics Subject Classification ID

35K20: Initial-boundary value problems for second-order parabolic equations

35A35: Theoretical approximation in context of PDEs

39A12: Discrete version of topics in analysis

35C05: Solutions to PDEs in closed form