期刊
NUMERICAL METHODS FOR PARTIAL DIFFERENTIAL EQUATIONS
卷 18, 期 4, 页码 490-522出版社
JOHN WILEY & SONS INC
DOI: 10.1002/num.10020
关键词
semilinear parabolic equations; reaction-diffusion systems; probabilistic representation for equations of mathematical physics; weak approximation of solutions of stochastic differential equations
A number of new layer methods for solving semilinear parabolic equations and reaction-diffusion systems is derived by using probabilistic representations of their solutions. These methods exploit the ideas of weak sense numerical integration of stochastic differential equations. In spite of the probabilistic nature these methods are nevertheless deterministic. A convergence theorem is proved. Some numerical tests are presented. (C) 2002 Wiley Periodicals, Inc.
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