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MOC 2000
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Numerical algorithms for semilinear parabolic equations with small parameter based on approximation of stochastic equations
15 years 2 months ago
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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 probabi...
G. N. Milstein, M. V. Tretyakov
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