Evaluation of overshooting errors in particle methods for diffusion by biased global random walk
The adjustment of grid steps which guarantees that particles methods yield no numerical diffusion inevitably induces overshooting errors in the solution of the parabolic partial differential equations with space variable coefficients. In this paper we give an evaluation of the overshooting errors of...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Publishing House of the Romanian Academy
2006-02-01
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| Series: | Journal of Numerical Analysis and Approximation Theory |
| Subjects: | |
| Online Access: | https://ictp.acad.ro/jnaat/journal/article/view/1020 |