Numerical estimation of the coefficients of the parabolic equation by solving stochastic differential equations (Q2725197)
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scientific article; zbMATH DE number 1618976
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical estimation of the coefficients of the parabolic equation by solving stochastic differential equations |
scientific article; zbMATH DE number 1618976 |
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Numerical estimation of the coefficients of the parabolic equation by solving stochastic differential equations (English)
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12 July 2001
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estimation of undetermined coefficients
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Monte Carlo method
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Euler method
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algorithm
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parabolic equation
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initial boundary value problem
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system of stochastic differential equations
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inverse problem
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method of least squares
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