Spatial filter averaging approach of probabilistic method to linear second-order partial differential equations of the parabolic type
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Publication:2449732
DOI10.1016/j.jcp.2012.08.035zbMath1286.65137MaRDI QIDQ2449732
Publication date: 12 May 2014
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jcp.2012.08.035
65M12: Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs
65M15: Error bounds for initial value and initial-boundary value problems involving PDEs
35K10: Second-order parabolic equations
65M75: Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs