[期刊论文][Article]


Probabilistic viscosity algorithm for the scalar conservation law

作   者:
Andrzej Korzeniowski;

出版年:1992

页     码:277 - 290
出版社:John Wiley & Sons, Inc.


摘   要:

Abstract

We derive an algorithm for solving the initial value problem for u t = ?σ2 u xx + f ( u ) u x . The approach is based on the representation of the solution to the above equation in the form of the functional of Brownian motion. For small σ we get the approximation for u t = f ( u ) u x . A comparison with the random choice method is illustrated by the numerical example.



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所属期刊
Numerical Methods for Partial Differential Equations
ISSN: 0749-159X
来自:John Wiley & Sons, Inc.