Abstract
Abstract The paper is devoted to the construction of a probabilistic particle algorithm. This is related to a nonlinear forward Feynman–Kac-type equation, which represents the solution of a nonconservative semilinear parabolic partial differential equation (PDE). Illustrations of the efficiency of the algorithm are provided by numerical experiments.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have