A probabilistic approach to numerical solution of the nonlinear diffusion equation
DOI10.1002/NUM.1690060405zbMATH Open0716.65106OpenAlexW2124832615WikidataQ115399284 ScholiaQ115399284MaRDI QIDQ3203983FDOQ3203983
Authors: A. Korzeniowski 
Publication date: 1990
Published in: Numerical Methods for Partial Differential Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/num.1690060405
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random walkerror estimatenonlinear diffusion equationaveraging of neighboursextended Feynman-Kac-formulasimulation of Brownian motions
Monte Carlo methods (65C05) Reaction-diffusion equations (35K57) Error bounds for boundary value problems involving PDEs (65N15) Applications to the sciences (65Z05)
Cites Work
Cited In (6)
- Fundamental solution for Cauchy initial value problem for parabolic PDEs with discontinuous unbounded first-order coefficient at the origin. Extension of the classical parametrix method
- A fully nonlinear Feynman-Kac formula with derivatives of arbitrary orders
- Branching diffusion representation for nonlinear Cauchy problems and Monte Carlo approximation
- Probabilistic Approximation of a Nonlinear Parabolic Equation Occurring in Rheology
- Numerical scheme and analytical solutions to the stochastic nonlinear advection diffusion dynamical model
- Solving the random Cauchy one-dimensional advection-diffusion equation: numerical analysis and computing
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