Probabilistic and deterministic algorithms for space multidimensional irregular porous media equation

DOI10.1007/S40072-013-0001-7MaRDI QIDQ373229zbMATH OpenOpenAlexWikidataFDO

Authors 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

kernel estimatormonotonicitynon-parametric density estimationporous media equationstochastic differential equationsstochastic particle algorithm

Mathematics Subject Classification ID

Particle methods and lattice-gas methods (76M28) Stochastic analysis applied to problems in fluid mechanics (76M35) Flows in porous media; filtration; seepage (76S05)

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Cited in

(9)

• 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
• 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
• A probabilistic algorithm approximating solutions of a singular PDE of porous media type
• Probabilistic representation for solutions of an irregular porous media type equation: The degenerate case
• Quantitative approximation to density dependent SDEs driven by -stable processes

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Uses Software

• KernSmooth

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