A stochastic simulation for solving scalar reaction–diffusion equations

Author:

Chauvin B.,Rouault

Abstract

A recent Monte Carlo method for solving one-dimensional reaction–diffusion equations is considered here as a convergence problem for a sequence of spatial branching processes with interaction. The martingale problem is studied and a limit theorem is proved by embedding spaces of measures in Sobolev spaces.

Publisher

Cambridge University Press (CUP)

Subject

Applied Mathematics,Statistics and Probability

Reference16 articles.

1. A Monte Carlo Method for Scalar Reaction Diffusion Equations

2. Etude de l'équation de la diffusion avec croissance de la quantité de matière et son application à un problème biologique;Kolmogorov;Mosc. Univer. Bull. Math.,1937

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