Probabilistic and deterministic algorithms for space multidimensional irregular porous media equation

DOI10.1007/s40072-013-0001-7zbMath1426.76626WikidataQ115375402 ScholiaQ115375402MaRDI QIDQ373229

Nadia Belaribi, François Cuvelier, Francesco Russo

Publication date: 22 October 2013

Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40072-013-0001-7

zbMATH Keywords

monotonicity; stochastic differential equations; kernel estimator; porous media equation; non-parametric density estimation; stochastic particle algorithm

Mathematics Subject Classification ID

76S05: Flows in porous media; filtration; seepage

76M35: Stochastic analysis applied to problems in fluid mechanics

76M28: Particle methods and lattice-gas methods

Related Items

Forward Feynman-Kac type representation for semilinear non-conservative partial differential equations, Particle system algorithm and chaos propagation related to non-conservative McKean type stochastic differential equations, Monte-Carlo algorithms for a forward Feynman-Kac-type representation for semilinear nonconservative partial differential equations, Stochastic porous media equations in \(\mathbb R^d\), McKean Feynman-Kac probabilistic representations of non-linear partial differential equations, Probabilistic representation of a class of non conservative nonlinear Partial Differential Equations

Uses Software

• KernSmooth

Cites Work

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