Pages that link to "Item:Q974245"

The following pages link to Monte Carlo solution of Cauchy problem for a nonlinear parabolic equation (Q974245):

Displaying 18 items.

• Monte Carlo estimates of the solution of a parabolic equation and its derivatives made by solving stochastic differential equations (Q1421543) (← links)
• Numerical solution for the non-linear Dirichlet problem of a branching process (Q1683731) (← links)
• Numerical approximation of BSDEs using local polynomial drivers and branching processes (Q1691497) (← links)
• Simulation algorithms for the second-order parabolic Cauchy problem (Q1759530) (← links)
• Monte Carlo method for solution of initial-boundary value problem for nonlinear parabolic equations (Q1997054) (← links)
• Branching diffusion representation of semi-linear elliptic PDEs and estimation using Monte Carlo method (Q2186658) (← links)
• Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks (Q2201474) (← links)
• Branching diffusion representation for nonlinear Cauchy problems and Monte Carlo approximation (Q2240887) (← links)
• Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations (Q2327815) (← links)
• A numerical algorithm for a class of BSDEs via the branching process (Q2434758) (← links)
• Monte Carlo method for parabolic equations involving fractional Laplacian (Q2692995) (← links)
• Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations (Q2694433) (← links)
• Hybrid PDE solver for data-driven problems and modern branching (Q3133609) (← links)
• (Q4014007) (← links)
• Solution of boundary value problems for nonlinear elliptic equations by the Monte Carlo method (Q4937500) (← links)
• Monte Carlo approach to solution semilinear nonisotropic diffusion equation (Q5002486) (← links)
• An Unbiased Itô Type Stochastic Representation for Transport PDEs: A Toy Example (Q5038297) (← links)
• Overcoming the curse of dimensionality in the numerical approximation of high-dimensional semilinear elliptic partial differential equations (Q6645961) (← links)