The finite element probability computational method for parabolic integro-differential equations

MaRDI QIDQ2721898zbMATH OpenFDO

Authors Xiaoqi Liu, Jinwang Liu

Publication date 11 July 2001

Published in Systems Science and Mathematical Sciences (Search for Journal in Brave)

zbMATH Keywords

backward Euler schemefinite elementGalerkin approximationMonto Carlo methodparabolic integrodifferential equationprobability computational methodprobability transfer matrices

Mathematics Subject Classification ID

Integro-partial differential equations (45K05) Monte Carlo methods (65C05) Numerical methods for integral equations (65R20)

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Cited in

(3)

• Spatial filter averaging approach of probabilistic method to linear second-order partial differential equations of the parabolic type
• scientific article; zbMATH DE number 4174062 (Why is no real title available?)
• scientific article; zbMATH DE number 4153819 (Why is no real title available?)

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