Probabilistic representation and classical solutions of wave equations with complex polynomial nonlinearities (opens in new tab)

We review the probabilistic representation of solutions of wave equations with polynomial nonlinearities in spatial dimensions d=1,2,3 using stochastic branching processes. Under regularity assumptions on the initial data, we derive conditions ensuring the integrability of the corresponding Monte Carlo estimator, and the existence and smoothness of mild and classical solutions. We also present numerical results and comparisons with grid-based al...