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A Stochastic Approximation for Fully Nonlinear Free Boundary Parabolic Problems
Numerical Analysis · Submitted 27 Sep 2011
abstract compiled · 2026-09-23 · no language-model review
The authors' main claim We present a stochastic numerical method for solving fully non-linear free boundary problems of parabolic type and provide a rate of convergence under reasonable conditions on the non-linearity.
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We present a stochastic numerical method for solving fully non-linear free boundary problems of parabolic type and provide a rate of convergence under reasonable conditions on the non-linearity.
background contribution method result interpretation main claim
| # | sentence | role | the authors' own work | states the main conclusion | strength |
|---|---|---|---|---|---|
| s0 | We present a stochastic numerical method for solving fully non-linear free boundary problems of parabolic type and provide a rate of convergence under reasonable conditions on the non-linearity. | contribution 1.00 | 0.96 | 0.84 | asserted 1.00 |
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Original abstract
We present a stochastic numerical method for solving fully non-linear free boundary problems of parabolic type and provide a rate of convergence under reasonable conditions on the non-linearity.
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Note that once we have this PDE characterization, we can compute the value of the game using a stochastic numerical scheme proposed in Bayraktar & Fahim [ref] .
On the Multi-Dimensional Controller and Stopper Games · Introduction · 0.99
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