Stochastic solutions of nonlinear pde's: McKean versus superprocesses [PDF]
R. Vilela MendesStochastic solutions not only provide new rigorous results for nonlinear pde's but also, through its local non-grid nature, are a natural tool for parallel computation. There are two methods to construct stochastic solutions: the McKean method and superprocesses. Here a comparison is made of these two approaches and their strenghts and limitations are discussed.View original: http://arxiv.org/abs/1111.5504
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