Geodesic
Probabilistic representations and numerical algorithms to construct classical and viscosity solutions of the Cauchy problem for systems of quasilinear parabolic equations
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 23, Tome 442 (2015), pp. 18-47 Cet article a éte moissonné depuis la source Math-Net.Ru

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We propose two approaches that allow to construct probabilistic representationы of classical and viscosity solutions of the Cauchy problem for systemы of quasilinear parabolic equations. Based on this representations we develop two numerical algorithms to construct the required solutions. 
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Ya. I. Belopolskaya; E. I. Nemchenko. Probabilistic representations and numerical algorithms to construct classical and viscosity solutions of the Cauchy problem for systems of quasilinear parabolic equations. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 23, Tome 442 (2015), pp. 18-47. http://geodesic.mathdoc.fr/item/ZNSL_2015_442_a1/

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