The contour integral method for Feynman-Kac equation with two internal states
DOI10.1016/j.camwa.2023.09.037arXiv2304.07779OpenAlexW4387330228MaRDI QIDQ6143632
Fugui Ma, Weihua Deng, Lijing Zhao, Yejuan Wang
Publication date: 5 January 2024
Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2304.07779
Numerical methods for integral equations (65R20) Fractional derivatives and integrals (26A33) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Laplace transform (44A10) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15)
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