2 papers
math.NA2026
Quasi-Feynman formulas that provide fast converging Chernoff approximations to solution of parabolic differential equation on the real line
Ivan D. Remizov, Alexandr V. Vedenin
We construct explicit approximations to the solution of a second-order parabolic partial differential equation on the real line with variable coefficients. The method is based on C…
math.FA2019
Speed of convergence of Chernoff approximations to solutions of evolution equations
A. V. Vedenin, V. S. Voevodkin, V. D. Galkin +2
This communication is devoted to establishing the very first steps in study of the speed at which the error decreases while dealing with the based on the Chernoff theorem approxima…