Probabilistic Methods for Finite Difference Approximations to Degenerate Elliptic and Parabolic Equations with Neumann and Dirichlet Boundary Conditions,

Abstract

The author considers several types of problems related to elliptic and parabolic equations with boundary conditions, their relation to diffusions that are reflected from or absorbed on a boundary, finite difference approximations to the partial differential equations and Markov chain approximations to the processes, relations between the discrete and continuous problems, and the problem of convergence of these approximations.

Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1974
Accession Number
ADA000507

Entities

People

  • Harold J. Kushner

Organizations

  • Brown University

Tags

DTIC Thesaurus Topics

  • Boundaries
  • Convergence
  • Differential Equations
  • Diffusion
  • Equations
  • Fokker Planck Equations
  • Markov Chains
  • Mathematical Analysis
  • Partial Differential Equations

Fields of Study

  • Mathematics

Readers

  • Finite Element Method (FEM) for solving Partial Differential Equations (PDEs)