Monte-Carlo Algorithms for Forward Feynman-Kac type representation for\n semilinear nonconservative Partial Differential Equations

Abstract

The paper is devoted to the construction of a probabilistic particle\nalgorithm. This is related to nonlin-ear forward Feynman-Kac type equation,\nwhich represents the solution of a nonconservative semilinear parabolic Partial\nDifferential Equations (PDE). Illustrations of the efficiency of the algorithm\nare provided by numerical experiments.\n