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

Mathematics of Computation

Volumn 69, Issue 229, 2000, Pages 237-267

  Milstein, G N ^a   Tretyakov, M V ^b  

^a WEIERSTRASS INSTITUTE FOR APPLIED ANALYSIS AND STOCHASTICS   (Germany)

^b URAL FEDERAL UNIVERSITY   (Russian Federation)

Author keywords

Probabilistic representations for equations of mathematical physics; Reaction diffusion systems; Semilinear parabolic equations; Stochastic differential equations with small noise

Indexed keywords

EID: 0034394607     PISSN: 00255718     EISSN: None     Source Type: Journal    
DOI: 10.1090/s0025-5718-99-01134-5     Document Type: Article

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