Multiplicative cascades applied to PDEs (two numerical examples)

DOI10.1016/j.jcp.2005.09.006zbMath1094.65005OpenAlexW2097968194MaRDI QIDQ2490276

Jorge M. Ramirez

Publication date: 28 April 2006

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2005.09.006

zbMATH Keywords

algorithmnumerical examplesFourier spacelinear diffusion equationviscous Burgers equationbranching random walksPicard iteration schememultiplicative functionalMonte Carlo simulation techniquerandom multiplicative cascades

Mathematics Subject Classification ID

Monte Carlo methods (65C05) KdV equations (Korteweg-de Vries equations) (35Q53) Markov semigroups and applications to diffusion processes (47D07) Heat equation (35K05) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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