5. Probabilistic interpretation and numerical resolution
In this short paragraph, we show how the probabilistic representations of equation solutions presented in the previous paragraphs can help in the numerical analysis of these equations. On the one hand, they can be used to demonstrate the convergence of PDE discretization schemes by showing that the representation of the solution of the discretized equation (paragraph 1
Exclusive to subscribers. 97% yet to be discovered!
Already subscribed? Log in!
Probabilistic interpretation and numerical resolution
Random evolution and first-order hyperbolic PDE systems
References
Exclusive to subscribers. 97% yet to be discovered!
Already subscribed? Log in!
Article included in this offer
"Mathematics"
(
168 articles
)
Updated and enriched with articles validated by our scientific committees
A set of exclusive tools to complement the resources
