A particle method for some parabolic equations

DOI10.1016/S0377-0427(98)00008-9zbMath0914.65126MaRDI QIDQ1392780

Ibrahim Coulibaly, Christian Lécot

Publication date: 7 June 1999

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

error estimatesnumerical experimentsparabolic equationdiscrepancyparticle methodparticle simulationquasi-Monte-Carlo method

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Applications to the sciences (65Z05) Initial value problems for second-order parabolic equations (35K15)

Related Items (1)

An algorithm for probabilistic solution of parabolic PDEs

Cites Work

• Point sets and sequences with small discrepancy
• A comparative study of pseudo and quasi random sequences for the solution of integral equations
• Low-discrepancy and low-dispersion sequences
• Low discrepancy sequences for solving the Boltzmann equation
• A Quasi-Monte Carlo Method for the Boltzmann Equation
• Discrépance de suites associées à un système de numération (en dimension s)
• Quasi-Monte Carlo methods and pseudo-random numbers
• A Quasi-Monte Carlo Approach to Particle Simulation of the Heat Equation
• Iterative Solution Methods
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: A particle method for some parabolic equations