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11

MOC
2000

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

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

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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

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

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

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