On an algorithm for solving evolution equations of parabolic type

MaRDI QIDQ3363451zbMATH OpenFDO

Authors N. N. Popov, V. M. Solodov

Publication date 1991

zbMATH Keywords

algorithmMarkov processevolution equationsparabolic partial differential equationrepresentation of solutionlinear initial-boundary value problem

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Integral representations of solutions to PDEs (35C15) Higher-order parabolic equations (35K25) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Initial value problems for linear higher-order PDEs (35G10) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70)

Recommendations

• Probabilistic representation of the solution of the initial-boundary value problem for the system of parabolic equations
• scientific article; zbMATH DE number 919343
• Solution of initial-boundary value problems for nonlinear parabolic equations by method of statistical modeling
• scientific article; zbMATH DE number 4039194
• A probabilistic numerical solution method for initial value problems of parabolic equations

Cited in

(1)

• On an algorithm for the problem of tracking a trajectory of a parabolic equation

This page was built for publication: On an algorithm for solving evolution equations of parabolic type

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3363451)