论文标题
一种杂交确定性迭代程序来解决热方程
An hybrid deterministic-stochastic iterative procedure to solve the heat equation
论文作者
论文摘要
本文我们的目标是通过混合确定性迭代程序来解决1-D热方程。确定性方面包括通过曲柄 - 尼科尔森方法离散方程，随机方面包括应用Robbins Monro程序来求解所得的矩阵系统。建立了几乎完全的收敛性和程序收敛速度。
Our goal in this paper is to solve the 1-D heat equation by an hybrid deterministic-stochastic iterative procedure . The deterministic side consists in discretizing the equation by the Crank-Nicolson method and the stochastic side consists of applying Robbins Monro procedure to solve the resulting matrix system. The almost complete convergence and the rate of convergence of our procedure are established.
