Probabilistic Algorithms for Numerical Construction of Classical Solutions to the Cauchy Problem for Nonlinear Parabolic Systems

Yana Belopolskaya, Anastasija Stepanova. Probabilistic Algorithms for Numerical Construction of Classical Solutions to the Cauchy Problem for Nonlinear Parabolic Systems. In Vladimir V. Rykov, Nozer D. Singpurwalla, Andrey M. Zubkov, editors, Analytical and Computational Methods in Probability Theory - First International Conference, ACMPT 2017, Moscow, Russia, October 23-27, 2017, Proceedings. Volume 10684 of Lecture Notes in Computer Science, pages 421-434, Springer, 2017. [doi]

Abstract

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