Analysis of splitting methods for reaction-diffusion problems using stochastic calculus
نویسندگان
چکیده
منابع مشابه
Analysis of splitting methods for reaction-diffusion problems using stochastic calculus
We consider linear and nonlinear reaction-diffusion problems, and their time discretization by splitting methods. We give probabilistic interpretations of the splitting schemes, and show how these representations allow us to give error bounds for the deterministic propagator under weak hypothesis on the reaction part. To show these results, we only use the Itô formula, and basic properties of s...
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ژورنال
عنوان ژورنال: Mathematics of Computation
سال: 2009
ISSN: 0025-5718,1088-6842
DOI: 10.1090/s0025-5718-08-02185-6