In this paper, we analyze the Galerkin approximation of parabolic integro-differential equation. A probability computational method for the equation is proposed.The method is based on the backward Euler scheme,the lef...In this paper, we analyze the Galerkin approximation of parabolic integro-differential equation. A probability computational method for the equation is proposed.The method is based on the backward Euler scheme,the left rectangle rule and the probability transfer matrices.展开更多
文摘In this paper, we analyze the Galerkin approximation of parabolic integro-differential equation. A probability computational method for the equation is proposed.The method is based on the backward Euler scheme,the left rectangle rule and the probability transfer matrices.