An algorithm for solving parabolic evolution equations

zbMath0786.65082MaRDI QIDQ1178130

N. N. Popov, V. M. Solodov

Publication date: 26 June 1992

Published in: Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

zbMATH Keywords

algorithmMarkov processevolution equationslinear initial-boundary value problemparabolic partial differential equationrepresentation of solution

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Integral representations of solutions to PDEs (35C15) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Initial value problems for linear higher-order PDEs (35G10) Higher-order parabolic equations (35K25)

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