scientific article; zbMATH DE number 1302620

zbMath0931.65003MaRDI QIDQ4249165

Erika Hausenblas

Publication date: 28 February 2000

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

numerical experimentsstochastic differential equationsparallel computationMonte Carlo methodsEuler schemeparabolic differential equation

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Parallel numerical computation (65Y05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Numerical solutions to stochastic differential and integral equations (65C30)

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