Convergence rate of the Sherman and Peskin branching stochastic particle method

DOI10.1098/rspa.2003.1240zbMath1053.60094OpenAlexW2004486768MaRDI QIDQ3043431

Denis Talay, Hervé Régnier

Publication date: 6 August 2004

Published in: Proceedings of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1098/rspa.2003.1240

zbMATH Keywords

branching processesconvection-reaction-diffusion equationsstochastic particle methods

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Initial value problems for second-order parabolic equations (35K15) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Stochastic particle methods (65C35)

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