Stochastic solutions of nonlinear pde's: McKean versus superprocesses

Details Stochastic solutions of nonlinear pde's: McKean versus superprocesses Stochastic solutions of nonlinear pde's: McKean versus superprocesses

2011-11-23

arxiv.org/abs/1111.5504v2

Mathematics

Probability

13 pages, 2 figures, Proc. "Chaos, Complexity and Transport 2011", X. Leoncini (Ed.)

Scientific paper

Stochastic solutions not only provide new rigorous results for nonlinear
pde's but also, through its local non-grid nature, are a natural tool for
parallel computation. There are two methods to construct stochastic solutions:
the McKean method and superprocesses. Here a comparison is made of these two
approaches and their strenghts and limitations are discussed.

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