Numerical study of interacting particles approximation for integro-differential equations
DOI10.1016/J.JCP.2004.12.023zbMATH Open1070.65004OpenAlexW2088605415MaRDI QIDQ556315FDOQ556315
Authors: Dan Stanescu, Dong-Jin Kim, Wojbor A. Woyczyński 
Publication date: 13 June 2005
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jcp.2004.12.023
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Cites Work
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- Numerical solution of SDE through computer experiments. Including floppy disk
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- Convergence rate for the approximation of the limit law of weakly interacting particles: Application to the Burgers equation
- A stochastic particle method for the McKean-Vlasov and the Burgers equation
- Ecole d'été de probabilités de Saint-Flour XIX, France, du 16 août au 2 septembre 1989
- Global and Exploding Solutions for Nonlocal Quadratic Evolution Problems
- Evaluation of conditional Wiener integrals by numerical integration of stochastic differential equations
- Hermite expansions in Monte-Carlo computation
- Interacting particle approximation for nonlocal quadratic evolution problems
- COMPARISON OF A STOCHASTIC PARTICLE METHOD AND A FINITE VOLUME DETERMINISTIC METHOD APPLIED TO BURGERS EQUATION
- Growing fractal interfaces in the presence of self-similar hopping surface diffusion
Cited In (7)
- Title not available (Why is that?)
- The approximate and exact solutions of the space- and time-fractional Burgers equations with initial conditions by variational iteration method
- Matrix approach to discrete fractional calculus. II: Partial fractional differential equations
- Low-storage Runge-Kutta methods for stochastic differential equations
- Efficient numerical calculation of drift and diffusion coefficients in the diffusion approximation of kinetic equations
- Interacting particle approximation for nonlocal quadratic evolution problems
- A numerical method for fractal conservation laws
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