A Monte Carlo Method for Scalar Reaction Diffusion Equations
DOI10.1137/0907090zbMATH Open0617.65126OpenAlexW2012189899MaRDI QIDQ4727367FDOQ4727367
Authors: Charles S. Peskin, Arthur 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
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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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- Convergence analysis of the semi-implicit euler method for abstract evolution equations
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