A stochastic approximation for fully nonlinear free boundary parabolic problems | Zendy

Bayraktar Erhan | Zendy; Fahim Arash | Zendy

AI Assistant Blog Pricing

Home ZAIA Blog

Premium

A stochastic approximation for fully nonlinear free boundary parabolic problems

Author(s) -

Bayraktar Erhan,

Fahim Arash

Publication year - 2014

Publication title -

numerical methods for partial differential equations

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.901

H-Index - 61

eISSN - 1098-2426

pISSN - 0749-159X

DOI - 10.1002/num.21841

Subject(s) - mathematics , nonlinear system , convergence (economics) , partial differential equation , boundary value problem , rate of convergence , boundary (topology) , free boundary problem , mathematical analysis , type (biology) , computer science , computer network , channel (broadcasting) , ecology , physics , quantum mechanics , economics , biology , economic growth

We present a stochastic numerical method for solving fully nonlinear free boundary problems of parabolic type and provide a rate of convergence under reasonable conditions on the nonlinearity. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 30: 902–929, 2014

This content is not available in your region!

Continue researching here.

Having issues? You can contact us here

Accelerating Research