Sciweavers

Free Online Productivity Tools i2Speak i2Symbol i2OCR iTex2Img iWeb2Print iWeb2Shot i2Type iPdf2Split iPdf2Merge i2Bopomofo i2Arabic i2Style i2Image i2PDF iLatex2Rtf Sci2ools

21

MOC
2000

favoriteEmaildiscussreport

86views more MOC 2000»

Numerical algorithms for semilinear parabolic equations with small parameter based on approximation of stochastic equations

13 years 10 months ago

Numerical algorithms for semilinear parabolic equations with small parameter based on approximation of stochastic equations

Download www.ams.org

The probabilistic approach is used for constructing special layer methods to solve the Cauchy problem for semilinear parabolic equations with small parameter. Despite their probabilistic nature these methods are nevertheless deterministic. The algorithms are tested by simulating the Burgers equation with small viscosity and the generalized KPP-equation with a small parameter.

G. N. Milstein, M. V. Tretyakov

Real-time Traffic

MOC 2000 | Probabilistic Approach | Small Parameter | Special Layer Methods |

claim paper

Related Content

» Solving BSDE with Adaptive Control Variate

» Numerical solution of stochastic Nash games with statedependent noise for weakly coupled l...

» A Stochastic Algorithm for Parametric Sensitivity in Smoluchowskis Coagulation Equation

» A Generalized Path Integral Control Approach to Reinforcement Learning

Post Info
More Details (n/a)

Added	19 Dec 2010
Updated	19 Dec 2010
Type	Journal
Year	2000
Where	MOC
Authors	G. N. Milstein, M. V. Tretyakov

Comments (0)