Stochastic solutions of nonlinear pde's: McKean versus superprocesses
arXiv:1111.5504
Abstract
Stochastic solutions not only provide new rigorous results for nonlinear pde's but also, through its local non-grid nature, are a natural tool for parallel computation. There are two methods to construct stochastic solutions: the McKean method and superprocesses. Here a comparison is made of these two approaches and their strenghts and limitations are discussed.
13 pages, 2 figures, Proc. "Chaos, Complexity and Transport 2011", X. Leoncini (Ed.)