| 边值问题的随机分析数值解 |
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| 引用本文： | 唐立,朱起定.边值问题的随机分析数值解[J].湖南师范大学自然科学学报,2007,30(2):11-14. |
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| 作者姓名： | 唐立 朱起定 |
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| 作者单位： | 1. 湖南大学数学与计量经济学院,中国,长沙,410082
2. 湖南师范大学数学与计算机科学学院,中国,长沙,410081 |
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| 基金项目： | 国家自然科学基金资助项目(10371038) |
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| 摘 要： | 运用随机分析数值方法求解一类广泛的椭圆边值问题,利用解的随机表示式将问题离散化,然后利用随机过程的强马尔科夫性等求得数值解.
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| 关 键 词： | 边值问题 随机分析 强马尔科性 布朗族 |
| 文章编号： | 1000-2537（2007）02-0011-04 |
| 修稿时间： | 2006-12-20 |
Numerical Solutions by Stochastic Analysis for Boundary Value Problems |
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| TANG Li,ZHU Qi-ding.Numerical Solutions by Stochastic Analysis for Boundary Value Problems[J].Journal of Natural Science of Hunan Normal University,2007,30(2):11-14. |
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| Authors: | TANG Li ZHU Qi-ding |
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| Institution: | 1. College of Mathematics and Econometrics, Hunan University, Changsha 410082, China; 2. College of Mathematics and Computer Science, Hunan Normal University, Changsha 410081, China |
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| Abstract: | Stochastic analysis numerical method is used extensively to a kind of elliptic boundary value problems.The way of discretion is to use stochastic representations.Then numerical solutions are obtained by the properties such as the strong Markov property. |
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| Keywords: | boundary value problems stochastic analysis strong Markov property Brown family |
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