Analysis of splitting methods for reaction-diffusion problems using stochastic calculus

DOI10.1090/S0025-5718-08-02185-6zbMath1198.65184MaRDI QIDQ3055153

Erwan Faou

Publication date: 7 November 2010

Published in: Mathematics of Computation (Search for Journal in Brave)

zbMATH Keywords

stochastic processesMonte Carlo methodssplitting methodsreaction-diffusion equations

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Applications of stochastic analysis (to PDEs, etc.) (60H30) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15)

Related Items (5)

Parabolic Free Boundary Price Formation Models Under Market Size Fluctuations ⋮ Efficient simulation of discrete stochastic reaction systems with a splitting method ⋮ Splitting methods for the nonlocal Fowler equation ⋮ High-order splitting schemes for semilinear evolution equations ⋮ A splitting/polynomial chaos expansion approach for stochastic evolution equations

Cites Work

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• On the error estimate of the integral kernel for the Trotter product formula for Schrödinger operators
• Strang's formula for holomorphic semi-groups
• Convergence of the Peaceman-Rachford approximation for reaction-diffusion systems
• Error bounds for exponential operator splittings
• Numerical integration of reaction-diffusion systems
• Operator splitting for nonlinear reaction-diffusion systems with an entropic structure: Singular perturbation and order reduction
• Convergence of a splitting method of high order for reaction-diffusion systems
• Rate of Convegence of a Stochastic Particle Method for the Kolmogorov Equation with Variable Coefficients

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