Numerical estimation of the coefficients of the parabolic equation by solving stochastic differential equations
type: Item
instance of: scholarly article
title: Numerical estimation of the coefficients of the parabolic equation by solving stochastic differential equations
zbMATH Open document ID: 0983.65110
author: S. A. Gusev
published in: Russian Journal of Numerical Analysis and Mathematical Modelling
publication date: 2001-07-12T00:00:00Z
Mathematics Subject Classification ID: 65M32
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 35R30
Mathematics Subject Classification ID: 65M60
Mathematics Subject Classification ID: 35K15
zbMATH DE Number: 1618976
zbMATH Keywords: estimation of undetermined coefficients
zbMATH Keywords: Monte Carlo method
zbMATH Keywords: Euler method
zbMATH Keywords: algorithm
zbMATH Keywords: parabolic equation
zbMATH Keywords: initial boundary value problem
zbMATH Keywords: system of stochastic differential equations
zbMATH Keywords: inverse problem
zbMATH Keywords: method of least squares
MaRDI profile type: Publication
full work available at URL: rnam.2000.15.5.397
OpenAlex ID: W1965894626
Wikidata QID: Q115235815
DOI: 10.1515/RNAM.2000.15.5.397
description: scientific article; zbMATH DE number 1618976