ON A PROBABILISTIC METHOD OF SOLVING A ONE-DIMENSIONAL INITIAL-BOUNDARY VALUE PROBLEM

I. A. IBRAGIMOV; N. V. SMORODINA; M. M. FADDEEV

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ON A PROBABILISTIC METHOD OF SOLVING A ONE-DIMENSIONAL INITIAL-BOUNDARY VALUE PROBLEM

机译：一维初值-边值问题的概率方法

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摘要

We obtain an analogue of probabilistic representation of a solution of an initialboundary value problem for the equation ?u/?t+(σ~2/2)?~2u/?x~2 + f(x)u = 0,where σ is a complex number.

机译：我们获得了方程？u /？t +（σ〜2/2）？〜2u /？x〜2 + f（x）u = 0的初始边界值问题的解的概率表示的类似物，其中σ为一个复数。

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《Theory of probability and its applications》 |2013年第2期|共22页
作者
I. A. IBRAGIMOV; N. V. SMORODINA; M. M. FADDEEV;
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正文语种 eng
中图分类概率论与数理统计;
关键词
random processes; evolution equation; limit theorems; Feynman-Kac formula; Feynman integral; Feynman measure;

机译：随机过程演化方程极限定理Feynman-Kac公式Feynman积分Feynman测度;

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1. ON A PROBABILISTIC METHOD OF SOLVING A ONE-DIMENSIONAL INITIAL-BOUNDARY VALUE PROBLEM [J] . I. A. IBRAGIMOV, N. V. SMORODINA, M. M. FADDEEV Theory of probability and its applications . 2013,第2期

机译：一维初值-边值问题的概率方法
2. Global Unique Solvability of the Initial-Boundary Value Problem for the Equations of One-Dimensional Polytropic Flows of Viscous Compressible Multifluids [J] . Mamontov Alexander E., Prokudin Dmitry A. Journal of mathematical fluid mechanics . 2019,第1期

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4. Solving initial-boundary heat conduction problems using the multistage-multigroup least squares method [C] . A.Guzik, T.Styrylska International conference on advanced computational methods in heat transfer . 1998

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5. Accuracy and efficiency of a phase function method solving the first-order nonlinear one-dimensional radial Schrodinger equation. [D] . Smith, Karl Nicholas. 2010

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ON A PROBABILISTIC METHOD OF SOLVING A ONE-DIMENSIONAL INITIAL-BOUNDARY VALUE PROBLEM

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