Stochastic iterative methods for solving equations of parabolic type

DOI10.1007/BF02673045zbMath1042.35552OpenAlexW2026204510MaRDI QIDQ1847302

Nikolai A. Simonov

Publication date: 6 January 2004

Published in: Siberian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02673045

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Second-order parabolic equations (35K10) Representations of solutions to partial differential equations (35C99)

Related Items (1)

Simulation algorithms for the second-order parabolic Cauchy problem

Cites Work

• Automorphic systems of scalar fields
• New Monte Carlo methods with estimating derivatives
• The Floating Random Walk and Its Application to Monte Carlo Solutions of Heat Equations
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Stochastic iterative methods for solving equations of parabolic type