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
Equality of partial solutions in the decomposition method for linear or nonlinear partial differential equations
β Scribed by G. Adomian; R. Rach
- Publisher
- Elsevier Science
- Year
- 1990
- Tongue
- English
- Weight
- 145 KB
- Volume
- 19
- Category
- Article
- ISSN
- 0898-1221
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