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

algorithmevolution equationslinear initial-boundary value problemMarkov processparabolic partial differential equationrepresentation of solution

Mathematics Subject Classification ID

Integral representations of solutions to PDEs (35C15) Initial value problems for linear higher-order PDEs (35G10) Higher-order parabolic equations (35K25) Continuous-time Markov processes on general state spaces (60J25) 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) 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)