Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Guillaume Penent"'
Publikováno v:
Journal of Evolution Equations. 23
We present an algorithm for the numerical solution of nonlinear parabolic partial differential equations. This algorithm extends the classical Feynman–Kac formula to fully nonlinear partial differential equations, by using random trees that carry i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::22fd343f0c2342ca07e42b9bb40ad008
https://doi.org/10.1007/s00028-023-00873-3
https://doi.org/10.1007/s00028-023-00873-3
Autor:
Nicolas Privault, Guillaume Penent
Publikováno v:
Stochastics and Partial Differential Equations: Analysis and Computations. 10:446-474
We obtain existence results for the solution u of nonlocal semilinear parabolic PDEs on $\mathbb{R}^d$ with polynomial nonlinearities in $(u, \nabla u)$, using a tree-based probabilistic representation. This probabilistic representation applies to th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::cf46070483ab177489ded27c4c26405f
https://doi.org/10.1007/s40072-021-00220-y
https://doi.org/10.1007/s40072-021-00220-y
Autor:
Guillaume Penent, Nicolas Privault
We present an algorithm for the numerical solution of ordinary differential equations by random enumeration of the Butcher trees used in the implementation of the Runge–Kutta method. Our Monte Carlo scheme allows for the direct numerical evaluation
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::df8dddf57faaed5c255f146c259be6f4
http://arxiv.org/abs/2201.05998
http://arxiv.org/abs/2201.05998
