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[期刊论文][Article]
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Probabilistic viscosity algorithm for the scalar conservation law
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作 者:
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Andrzej Korzeniowski;
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出版年:1992
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页 码:277 - 290
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出版社:John Wiley & Sons, Inc.
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摘 要:
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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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关键字:
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暂无
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所属期刊
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ISSN: 0749-159X
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来自:John Wiley & Sons, Inc.
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