Monte Carlo method for parabolic equations involving fractional Laplacian
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Cites work
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Cited in
(6)- The Monte Carlo Markov chain method for solving the modified anomalous fractional sub-diffusion equation
- Monte Carlo methods for uniform approximation on periodic Sobolev spaces with mixed smoothness
- Monte Carlo method for the Cauchy problem of fractional diffusion equation concerning fractional Laplacian
- Monte Carlo estimates of the solution of a parabolic equation and its derivatives made by solving stochastic differential equations
- Monte Carlo method for parabolic equations involving fractional Laplacian
- A hybrid parareal Monte Carlo algorithm for parabolic problems
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