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Probabilistic algorithms for numerical construction of classical solutions to the Cauchy problem for nonlinear parabolic systems - MaRDI portal

Probabilistic algorithms for numerical construction of classical solutions to the Cauchy problem for nonlinear parabolic systems (Q1699888)

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scientific article; zbMATH DE number 6843608
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English
Probabilistic algorithms for numerical construction of classical solutions to the Cauchy problem for nonlinear parabolic systems
scientific article; zbMATH DE number 6843608

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    Probabilistic algorithms for numerical construction of classical solutions to the Cauchy problem for nonlinear parabolic systems (English)
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    26 February 2018
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    semilinear parabolic equations
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    Cauchy problem
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    diffusion processes
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    Markov chains
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    probabilistic representations
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    numerical solutions
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