Hybrid PDE solver for data-driven problems and modern branching - BERNAL, FRANCISCO; DOS REIS, GONÇALO; SMITH, GREIG (European journal of applied mathematics, 2017)
Keywords: Algorithms; Applied mathematics; Computer simulation; Domain decomposition methods; Mathematical models; Numerical methods; Parallel computers; Parallel processing; Probabilistic methods; Solvers; Probabilistic Domain Decomposition; high-performance parallel computing; Monte Carlo methods; 65C30; 35CXX; Primary: 65C05; Marked branching diffusions; hybrid non-linear PDE solvers; Secondary: 65N55; 60H35; 91-XX