Numerical Solution for the Non-linear Dirichlet Problem of a Branching Process

被引：5

作者：

Lupascu, Oana ^{[1
]}

Stanciulescu, Vasile ^{[2
]}

机构：

[1] Romanian Acad, Inst Math Stat & Appl Math, Simion Stoilow Inst Math, POB 1-764, Bucharest 014700, Romania

[2] Romanian Acad, Res Grp Project PN II ID PCE 2011 3 0045, Simion Stoilow Inst Math, POB 1-764, Bucharest 014700, Romania

来源：

COMPLEX ANALYSIS AND OPERATOR THEORY | 2017年 / 11卷 / 08期

关键词：

Nonlinear Dirichlet problem; Boundary-zone method; Branching process; Measure-valued Markov process; Monte Carlo methods; CONSTRUCTION; EQUATIONS;

D O I：

10.1007/s11785-017-0642-z

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

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.

引用

页码：1895 / 1904

页数：10

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