Probabilistic Algorithms for Numerical Construction of Classical Solutions to the Cauchy Problem for Nonlinear Parabolic Systems

Author:

Belopolskaya Yana,Stepanova Anastasija

Publisher

Springer International Publishing

Reference9 articles.

1. Belopolskaya, Y., Dalecky, Y.: Investigation of the Cauchy problem for systems of quasilinear equations via Markov processes. Izv VUZ Matematika. 12, 6–17 (1978)

2. Belopolskaya, Y., Dalecky, Y.L.: Stochastic equations and differential geometry. Kluwer, Boston (1990)

3. Yin, G., Zhu, C.: Hybrid Switching Diffusions: Properties and Applications. Springer, New York (2010). https://doi.org/10.1007/978-1-4419-1105-6

4. Belopolskaya, Y.I.: Probabilistic models of conservation and balance laws with switching regimes. Zap. nauchn. sem. POMI. Probab. stat. 24 454, 5–42 (2016)

5. Belopolskaya, Y.I., Nemchenko, E.I.: Probabilistic representations and numerical algorithms for classical and viscosity solutions of the Cauchy problem for quasilinear parabolic systems. J. Math. Sci. 225(5), 733–750 (2017)

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