Stochastic models for the solution of nonlinear partial differential equations are discussed. They consist of a discretized version of these equations and Monte Carlo techniques. The Markov transitions are based on a priori estimates of the solution. To improve the efficiency of stochastic smoothers
β¦ LIBER β¦
Differential quadrature: A technique for the rapid solution of nonlinear partial differential equations
β Scribed by Richard Bellman; B.G Kashef; J Casti
- Publisher
- Elsevier Science
- Year
- 1972
- Tongue
- English
- Weight
- 516 KB
- Volume
- 10
- Category
- Article
- ISSN
- 0021-9991
No coin nor oath required. For personal study only.
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