边值问题的随机分析数值解
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唐立[1] 朱起定[2]
[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
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.[著者文摘]

文章出处:
《湖南师范大学自然科学学报》-2007年30卷2期 -11-14页
Journal of Natural Science of Hunan Normal University
栏目信息:
分 类 号:
文献标识码:
A
文章编号:
1000-2537(2007)02-0011-04
[参考文献]
Numerical Solutions by Stochastic Analysis for Boundary Value Problems
TANG Li , ZHU Qi-ding ( 1. College of Mathematics and Econometrics, Hunan University, Changsha 410082, China; 2. College of Mathematics and Computer Science, Hunan Normal University, Changsha 410081, China)
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.[著者文摘]
Key words:
boundary value problems ; stochastic analysis ; strong Markov property ; Brown family
收稿日期: 2006-12-20
基金资助:
国家自然科学基金资助项目(10371038)

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