Publication | Open Access
A stochastic approximation for fully nonlinear free boundary parabolic problems
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References
2013
Year
Numerical AnalysisEngineeringStochastic Numerical MethodFree Boundary ProblemReasonable ConditionsParabolic TypeParabolic EquationStochastic AnalysisStochastic ApproximationNonlinear Hyperbolic ProblemApproximation TheoryStochastic Differential EquationNumerical Method For Partial Differential EquationStochastic Modeling
We present a stochastic numerical method for solving fully nonlinear free boundary problems of parabolic type and provide a rate of convergence under reasonable conditions on the nonlinearity. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 30: 902–929, 2014
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