Statistical algorithms for solving the Cauchy problem for second-order parabolic equations: the ``dual scheme

DOI10.3103/S1063454112010074zbMath1315.65091OpenAlexW2092186160MaRDI QIDQ2345961

Alexander Sipin

Publication date: 21 May 2015

Published in: Vestnik St. Petersburg University. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s1063454112010074

zbMATH Keywords

algorithmCauchy problemMonte Carlo methodsecond-order parabolic equation

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Initial-boundary value problems for second-order parabolic equations (35K20) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

Cites Work

• Unnamed Item
• Simulation algorithms for the second-order parabolic Cauchy problem
• On holomorphic extension of \(CR\)-hyperfunctions to a fixed domain

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