Convergence of a random walk method for a partial differential equation

DOI10.1090/S0025-5718-98-00917-XzbMath0891.65128WikidataQ115283547 ScholiaQ115283547MaRDI QIDQ4383182

Weidong Lu

Publication date: 24 March 1998

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

zbMATH Keywords

convergenceCauchy problemdiffusion-reaction equationrandom walk methodrandom fractional method

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Reaction-diffusion equations (35K57) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Applications to the sciences (65Z05)

Related Items (1)

Global Random Walk Simulations of Diffusion

Cites Work

• A mathematical introduction to fluid mechanics
• Accuracy of the random vortex method for a problem with non-smooth initial conditions
• Vortex sheet approximation of boundary layers
• Convergence of the random vortex method
• Convergence of a Random Walk Method for the Burgers Equation
• Convergence of Random Methods for a Reaction-Diffusion Equation
• Convergence of a Random Method with Creation of Vorticity
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