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Numerical study of interacting particles approximation for integro-differential equations - MaRDI portal

Numerical study of interacting particles approximation for integro-differential equations (Q556315)

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scientific article; zbMATH DE number 2175306
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Numerical study of interacting particles approximation for integro-differential equations
scientific article; zbMATH DE number 2175306

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    Numerical study of interacting particles approximation for integro-differential equations (English)
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    13 June 2005
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    numerical examples
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    interacting particles approximation
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    propagation of chaos
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    evolution problems
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    fractional Laplacian operator
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    stochastic differential equations
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    Euler's method
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    Cauchy problem
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