Skip to Main Content

Mathematics of Computation

Published by the American Mathematical Society since 1960 (published as Mathematical Tables and other Aids to Computation 1943-1959), Mathematics of Computation is devoted to research articles of the highest quality in computational mathematics.

ISSN 1088-6842 (online) ISSN 0025-5718 (print)

The 2020 MCQ for Mathematics of Computation is 1.78.

What is MCQ? The Mathematical Citation Quotient (MCQ) measures journal impact by looking at citations over a five-year period. Subscribers to MathSciNet may click through for more detailed information.

 

Numerical algorithms for semilinear parabolic equations with small parameter based on approximation of stochastic equations
HTML articles powered by AMS MathViewer

by G. N. Milstein and M. V. Tretyakov PDF
Math. Comp. 69 (2000), 237-267 Request permission

Abstract:

The probabilistic approach is used for constructing special layer methods to solve the Cauchy problem for semilinear parabolic equations with small parameter. Despite their probabilistic nature these methods are nevertheless deterministic. The algorithms are tested by simulating the Burgers equation with small viscosity and the generalized KPP-equation with a small parameter.
References
Similar Articles
Additional Information
  • G. N. Milstein
  • Affiliation: Weierstraß-Institut für Angewandte Analysis und Stochastik, Mohrenstr. 39, D-10117 Berlin, Germany
  • Email: milstein@wias-berlin.de
  • M. V. Tretyakov
  • Affiliation: Department of Mathematics, Ural State University, Lenin str. 51, 620083 Ekaterinburg, Russia
  • Email: Michael.Tretyakov@usu.ru
  • Received by editor(s): April 7, 1998
  • Published electronically: May 21, 1999
  • © Copyright 1999 American Mathematical Society
  • Journal: Math. Comp. 69 (2000), 237-267
  • MSC (1991): Primary 35K55, 60H10, 60H30, 65M99
  • DOI: https://doi.org/10.1090/S0025-5718-99-01134-5
  • MathSciNet review: 1653966