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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 81, 2009 - Issue 3-4: Stochastic Analysis
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Original Articles

Stochastic solutions of some nonlinear partial differential equations

R. Vilela Mendes CMAF, Complexo Interdisciplinar, Universidade de Lisboa, Av. Gama Pinto, 2 - 1649-003, Lisboa, Portugal; Instituto Superior Técnico, Centro de Fusão Nuclear - EURATOM/IST Association, Av. Rovisco Pais 1, 1049-001, Lisboa, PortugalCorrespondence[email protected] [email protected]
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Pages 279-297 | Received 24 Mar 2008, Accepted 06 Feb 2009, Published online: 23 Jul 2009
 
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Abstract

The stochastic construction of solutions for nonlinear partial differential equations is discussed. The technique provides new exact solutions and efficient numerical codes for localized solutions and parallel computing. A brief review of known solutions and some new results for the Poisson–Vlasov and Euler equations are included.

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Notes on contributors

R. Vilela Mendes

1. 1. http://www.label2.ist.utl.pt/vilela/.

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