Title :
Numerical Solution of A Type of Nonlinear Parabolic Equations
Author :
Wang, Lili ; Gu, Wei
Author_Institution :
Qingdao Tech. Univ., Qingdao
fDate :
July 30 2007-Aug. 1 2007
Abstract :
In this paper, a layer method of solving the Cauchy problem for a second-order quasilinear parabolic equation is proposed, which is derived by using probabilistic representation of the solution. The method exploits the ideas of weak sense numerical integration of stochastic differential equations. We prove an error estimate for the method and discuss the multidimensional case.
Keywords :
differential equations; nonlinear equations; parabolic equations; Cauchy problem; nonlinear parabolic equations; probabilistic representation; second-order quasilinear parabolic equation; stochastic differential equations; Approximation algorithms; Artificial intelligence; Differential equations; Distributed computing; Educational institutions; Mathematics; Multidimensional systems; Nonlinear equations; Software engineering; Stochastic processes;
Conference_Titel :
Software Engineering, Artificial Intelligence, Networking, and Parallel/Distributed Computing, 2007. SNPD 2007. Eighth ACIS International Conference on
Conference_Location :
Qingdao
Print_ISBN :
978-0-7695-2909-7
DOI :
10.1109/SNPD.2007.140
