Probabilistic representations of boundary layer expansions

  • Charles J. Holland
Part of the Mathematical Programming Studies book series (MATHPROGRAMM, volume 5)


Using probabilistic methods we treat the problem of asymptotic expansions for a class of semilinear elliptic equations depending upon a small parameter ε which degenerate to parabolic equations when ε becomes zero. The method depends upon the representation of the solution of the partial differential equation as the expected value of a functional of an Ito stochastic differential equation.


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Copyright information

© The Mathematical Programming Society 1976

Authors and Affiliations

  • Charles J. Holland
    • 1
  1. 1.Purdue UniversityWest LafayetteU.S.A.

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