An interpolated stochastic algorithm for quasi-linear PDEs (Q5429493)
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scientific article; zbMATH DE number 5216394
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An interpolated stochastic algorithm for quasi-linear PDEs |
scientific article; zbMATH DE number 5216394 |
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An interpolated stochastic algorithm for quasi-linear PDEs (English)
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30 November 2007
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stochastic differential equations
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Brownian motion
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time-space discretization
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quasilinear parabolic equations
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forward-backward algorithm
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convergence
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square Gaussian quantization
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