Numerical Solution for the Non-linear Dirichlet Problem of a Branching Process |
| |
Authors: | Oana Lupaşcu Vasile Stănciulescu |
| |
Affiliation: | 1.Institute of Mathematical Statistics and Applied Mathematics, Simion Stoilow Institute of Mathematics,Romanian Academy,Bucharest,Romania;2.Simion Stoilow Institute of Mathematics, Research Group of the Project PN-II-ID-PCE-2011-3-0045,Romanian Academy,Bucharest,Romania |
| |
Abstract: | We give a probabilistic numerical approach for the nonlinear Dirichlet problem associated with a branching process. Main tools are the probabilistic representation of the solution with the measure-valued branching process, as well as specific techniques for the numerical solution of linear partial differential equations, introduced and developed by Milstein and Tretyakov, and Monte Carlo methods. |
| |
Keywords: | |
本文献已被 SpringerLink 等数据库收录! |
|