The contour integral method for Feynman-Kac equation with two internal states

被引：0
|
作者：
Ma, Fugui [1 ]
Zhao, Lijing [2 ,3 ]
Wang, Yejuan [1 ]
Deng, Weihua [1 ]
机构：
[1] Lanzhou Univ, Sch Math & Stat, Gansu Key Lab Appl Math & Complex Syst, Lanzhou 730000, Peoples R China
[2] Northwestern Polytech Univ, Sch Math & Stat, Xian 710129, Peoples R China
[3] Res & Dev Inst Northwestern Polytech Univ Shenzhen, Shenzhen 518057, Peoples R China
来源：
COMPUTERS & MATHEMATICS WITH APPLICATIONS | 2023年 / 151卷
基金：
中国国家自然科学基金;
关键词：
Contour integral method; Time marching scheme; Feynman-Kac equation; Two internal states; PREDICTOR-CORRECTOR APPROACH; NUMERICAL INVERSION; TIME-DISCRETIZATION; LAPLACE TRANSFORM; PARALLEL METHOD; ERROR ANALYSIS; QUADRATURE;
D O I：
10.1016/j.camwa.2023.09.037
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
We develop the contour integral method for numerically solving the Feynman-Kac equation with two internal states Xu and Deng (2018) [23], describing the functional distribution of particles internal states. The striking benefits are obtained, including spectral accuracy, low computational complexity, sma l l memor y requirement, etc. We perform the error estimates and stability analyses, which are confirmed by numerical experiments.
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页码：80 / 100
页数：21
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