Sibirskii Zhurnal Vychislitel'noi Matematiki
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Sib. Zh. Vychisl. Mat.:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

Sibirskii Zhurnal Vychislitel'noi Matematiki, 2015, Volume 18, Number 2, Pages 147–161
DOI: https://doi.org/10.15372/SJNM20150204 (Mi sjvm573) 		 
This article is cited in 9 scientific papers (total in 9 papers)

Application of SDE's to estimating the solution of heat equations with discontinuous coefficients

S. A. Gusev

Institute of Computational Mathematics and Mathematical Geophysics SB RAS, 6 Lavrentiev pr., Novosibirsk, 630090, Russia
Full-text PDF (592 kB) Citations (9)
References:
PDF
HTML
DOI: https://doi.org/10.15372/SJNM20150204
Abstract: This paper proposes the use of the numerical solution to stochastic differential equations (SDE's) to find estimates of the solutions to boundary value problems for linear parabolic equations with discontinuous coefficients. The solution of the problem with smoothed coefficients is taken as an approximation of the generalized solution to the considered boundary value problem. The results of calculations for a thermal barrier coating comprising a composite cellular material are presented.
Key words: heat equation, discontinuous coefficients, integral averaging, diffusion process, stochastic differential equations, Euler method.
Received: 16.09.2014
Revised: 30.10.2014
English version:
Numerical Analysis and Applications, 2015, Volume 8, Issue 2, Pages 122–134
DOI: https://doi.org/10.1134/S1995423915020044
Bibliographic databases:
Document Type: Article
UDC: 519.676
Language: Russian
Citation: S. A. Gusev, “Application of SDE's to estimating the solution of heat equations with discontinuous coefficients”, Sib. Zh. Vychisl. Mat., 18:2 (2015), 147–161; Num. Anal. Appl., 8:2 (2015), 122–134
Citation in format AMSBIB
\Bibitem{Gus15}
\by S.~A.~Gusev
\paper Application of SDE's to estimating the solution of heat equations with discontinuous coefficients
\jour Sib. Zh. Vychisl. Mat.
\yr 2015
\vol 18
\issue 2
\pages 147--161
\mathnet{http://mi.mathnet.ru/sjvm573}
\crossref{https://doi.org/10.15372/SJNM20150204}
\elib{https://elibrary.ru/item.asp?id=23463694}
\transl
\jour Num. Anal. Appl.
\yr 2015
\vol 8
\issue 2
\pages 122--134
\crossref{https://doi.org/10.1134/S1995423915020044}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-84930640510}
Linking options:
  • https://www.mathnet.ru/eng/sjvm573
  • https://www.mathnet.ru/eng/sjvm/v18/i2/p147
    • This publication is cited in the following 9 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Sibirskii Zhurnal Vychislitel'noi Matematiki
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2025