Application of the Monte Carlo method to systems of nonlinear algebraic equations
โ Scribed by Takao Tsuda; Takeshi Kiyono
- Publisher
- Springer-Verlag
- Year
- 1964
- Tongue
- English
- Weight
- 384 KB
- Volume
- 6
- Category
- Article
- ISSN
- 0029-599X
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๐ SIMILAR VOLUMES
Stochastic models for the solution of nonlinear partial differential equations are discussed. They consist of a discretized version of these equations and Monte Carlo techniques. The Markov transitions are based on a priori estimates of the solution. To improve the efficiency of stochastic smoothers
Until the recent advent of extended covariance analysis utilizing quasi-linearization techniques, the only approach for assessing the performance of a nonlinear system with random inputs and initial conditions has been the monte carlo method. This method involves direct simulation, i.e., determining