Efficient Parallel Solution of Nonlinear Parabolic Partial Differential Equations by a Probabilistic Domain Decomposition
✍ Scribed by Juan A. Acebrón; Ángel Rodríguez-Rozas; Renato Spigler
- Publisher
- Springer US
- Year
- 2010
- Tongue
- English
- Weight
- 900 KB
- Volume
- 43
- Category
- Article
- ISSN
- 0885-7474
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A method for solution of parabohc PDE by means of mterpolahon of the Merentlal operators m two &menslons 1s described The method IS developed on the basis of previously pubhshed methods for solution of ordmary &fferentiaI equations by orthogonal collocation It 1s shown to be highly econonucal and ve
A domain decomposition method is developed for the numerical solution of nonlinear parabolic partial differential equations in any space dimension, based on the probabilistic representation of solutions as an average of suitable multiplicative functionals. Such a direct probabilistic representation