A Monte Carlo Method for Scalar Reaction Diffusion Equations
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Publication:4727367
DOI10.1137/0907090zbMath0617.65126OpenAlexW2012189899MaRDI QIDQ4727367
Charles S. Peskin, Arthur S. Sherman
Publication date: 1986
Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0907090
Monte Carlo methods (65C05) Sums of independent random variables; random walks (60G50) Nonlinear initial, boundary and initial-boundary value problems for linear parabolic equations (35K60) Applications to the sciences (65Z05)
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