| 抛物型方程初值问题的概率数值解法 |
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| 引用本文： | 朱瑞英.抛物型方程初值问题的概率数值解法[J].内蒙古大学学报(自然科学版),1995,26(6):670-676. |
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| 作者姓名： | 朱瑞英 |
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| 作者单位： | 内蒙古大学数学系 |
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| 摘 要： | Ｆｒｉｅｄｍａｎ在［１］中给出了一般抛物型方程Ｃａｕｃｈｙ问题解的概率表达式。在此基础上，给出了它的概率数值及其误差估计。
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| 关 键 词： | 抛物型方程 概率数值解法 初值问题 误差估计 |
Probability-Numerical Solution of the Initial Value Problem of Parabolic Equations |
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| Zhu Ruiying.Probability-Numerical Solution of the Initial Value Problem of Parabolic Equations[J].Acta Scientiarum Naturalium Universitatis Neimongol,1995,26(6):670-676. |
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| Authors: | Zhu Ruiying |
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| Abstract: | he Cauchy problem of parabolic equations is considered :With the result given in reference1],a probability-numerical solution as well as its erroranalysis are presented. |
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| Keywords: | probability-numerical solution brown motion monte-carlo method |
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