Application of SDEs to estimating solutions to heat conduction equations with discontinuous coefficients

DOI10.1134/S1995423915020044zbMath1340.65008OpenAlexW1183767423MaRDI QIDQ3192562

S. A. Gusev

Publication date: 12 October 2015

Published in: Numerical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1995423915020044

zbMATH Keywords

stochastic differential equationboundary value problemsdiffusion processEuler methodintegral averagingheat conduction equationdiscontinuous coefficientlinear parabolic equations

Mathematics Subject Classification ID

Heat equation (35K05) PDEs with low regular coefficients and/or low regular data (35R05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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