A quasi-random walk method for one-dimensional reaction-diffusion equations

DOI10.1016/S0378-4754(02)00243-4zbMath1018.65013OpenAlexW2079560423MaRDI QIDQ1873071

Shigeyoshi Ogawa, Christian Lécot

Publication date: 19 May 2003

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-4754(02)00243-4

zbMATH Keywords

algorithmconvergencerandom walkreaction-diffusion equationsquasi-Monte Carlo methodKolmogorov equationquasi-random numbersstochastic particle methodNagumo's equationprobabilisitic methods

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Reaction-diffusion equations (35K57) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Stochastic particle methods (65C35)

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Pseudospectral methods for Nagumo equation ⋮ Probabilistically induced domain decomposition methods for elliptic boundary-value problems

Cites Work

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