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Paper
Path integral numerical methods for evolution equations
Abstract
A universal method for representing solutions of the initial value problem ut = −2πiDu is presented for a large class of pseudo‐differential operators. The representations take the form of a path integral‐like operator. Three numerical approaches for evaluating these operators are treated. Practical interest in such universal methods depends on massively parallel computing systems. Copyright © 1990 Wiley Periodicals, Inc.