Vitesse de convergence d'une méthode particulaire stochastique avec branchements

DOI10.1016/S0764-4442(01)01857-2zbMath0982.65008MaRDI QIDQ2732251

Denis Talay, Hervé Régnier

Publication date: 11 April 2002

Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)

zbMATH Keywords

convergenceconvection-reaction-diffusion equationsbranching stochastic particles method

Mathematics Subject Classification ID

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)

Related Items (1)

Efficient parallel solution of nonlinear parabolic partial differential equations by a probabilistic domain decomposition

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