4 papers
Stability analysis of a branching diffusion solver for semilinear heat equations
Qiao Huang, Nicolas Privault
Stochastic branching algorithms provide a useful alternative to grid-based schemes for the numerical solution of partial differential equations, particularly in high-dimensional se…
Binary Galton-Watson trees with mutations
Qiao Huang, Nicolas Privault
We consider a multitype Galton-Watson process that allows for the mutation and reversion of individual types in discrete and continuous time. In this setting, we explicitly compute…
Probabilistic representation of ODE solutions with quantitative estimates
Qiao Huang, Nicolas Privault
This paper considers the probabilistic representation of the solutions of ordinary differential equations (ODEs) by the generation of marked random trees in which marks can be inte…
On the random generation of Butcher trees
Qiao Huang, Nicolas Privault
The main goal of this paper is to provide an algorithm for the random sampling of Butcher trees and the probabilistic numerical solution of ordinary differential equations (ODEs).…