| 方程U_t=(1/2)△u+b(x)·▽u+g(x)的Cauchy问题的概率数值解法 |
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| 引用本文： | 吴冬生. 方程U_t=(1/2)△u+b(x)·▽u+g(x)的Cauchy问题的概率数值解法[J]. 河北大学学报(自然科学版), 1992, 0(3) |
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| 作者姓名： | 吴冬生 |
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| 作者单位： | 河北大学数学系 |
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| 摘 要： | 本文就方程u_1=1/2△u+b(x)·∨u+g(x)的cauchy问题,通过布朗运动的模拟及Monte-carlo方法的运用给出了其概率数值解,并在依概率意义下证明了概率数值解收敛到其概率解。
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| 关 键 词： | 布朗运动 概率数值解 Monte-Carlo方法 |
Probability Numerical Solution for the Cauchy Problem of U_t=(1/2)△u+b(x)·▽u+g(x) |
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| Wu DongSheng. Probability Numerical Solution for the Cauchy Problem of U_t=(1/2)△u+b(x)·▽u+g(x)[J]. Journal of Hebei University (Natural Science Edition), 1992, 0(3) |
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| Authors: | Wu DongSheng |
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| Affiliation: | Department of Mathematic |
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| Abstract: | In this paper, through analog Brown motion and using Monte-Carlo method, the probability numerical solution for the Cauchy problem of ut = (?)△u + b(x) · (?)u + g(x) isgiven. Furtheremore, we proved the probability numerical solution converges to its probability solution in probability. |
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| Keywords: | Brown motion Probability numerical solution Monte-Carlo method. |
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