Monte Carlo Estimation of the Solution of Fractional Partial Differential Equations

نویسندگان

چکیده

The paper is devoted to the numerical solutions of fractional PDEs based on its probabilistic interpretation, that is, we construct approximate via certain Monte Carlo simulations. main results represent upper bound errors between exact solution and approximation, estimate fluctuation appropriate central limit theorem (CLT) construction confidence intervals. Moreover, provide rates convergence in CLT Berry-Esseen type bounds. Concrete computations illustrations are included.

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ژورنال

عنوان ژورنال: Fractional Calculus and Applied Analysis

سال: 2021

ISSN: ['1311-0454', '1314-2224']

DOI: https://doi.org/10.1515/fca-2021-0012