/Branching-Diffusion-Method-for-Solving-PDEs-in-Matlab-

This Matlab code implements a branching diffusion method for solving partial differential equations (PDEs). The method uses Monte Carlo simulation and the branching process to approximate the solution of PDEs. The code provides a set of functions to calculate the mean, standard deviation, and L2 approximation error of the solution.

Primary LanguageMATLABMIT LicenseMIT

Stargazers