| Autor: |
Le Cavil, Anthony, Oudjane, Nadia, Russo, Francesco |
| Předmět: |
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| Zdroj: |
Monte Carlo Methods & Applications; 2018, Vol. 24 Issue 1, p55-70, 16p, 3 Graphs |
| Abstrakt: |
The paper is devoted to the construction of a probabilistic particlealgorithm. This is related to a nonlinear forward Feynman–Kac-type equation, which represents the solution of a nonconservative semilinear parabolic partial differential equation (PDE).Illustrations of the efficiency of the algorithm are provided by numerical experiments. [ABSTRACT FROM AUTHOR] |
| Databáze: |
Complementary Index |
| Externí odkaz: |
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