Monte Carlo method for solution of initial-boundary value problem for nonlinear parabolic equations

DOI10.1016/J.MATCOM.2017.04.003zbMath1482.60004OpenAlexW2608395279MaRDI QIDQ1997054

Gulnora Raimova, Abdujabar Rasulov

Publication date: 1 March 2021

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

Full work available at URL: https://doi.org/10.1016/j.matcom.2017.04.003

zbMATH Keywords

Monte Carlo methodmartingaleunbiased estimatorbranching random process

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Computational methods for problems pertaining to probability theory (60-08) Initial-boundary value problems for second-order parabolic equations (35K20) Applications of branching processes (60J85) Semilinear parabolic equations (35K58)

Cites Work

• A new parallel solver suited for arbitrary semilinear parabolic partial differential equations based on generalized random trees
• Application of brownian motion to the equation of kolmogorov-petrovskii-piskunov
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