Exact Monte Carlo solution of elliptic partial differential equations
โ Scribed by Thomas E Booth
- Publisher
- Elsevier Science
- Year
- 1981
- Tongue
- English
- Weight
- 377 KB
- Volume
- 39
- Category
- Article
- ISSN
- 0021-9991
No coin nor oath required. For personal study only.
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
In this article, we prove a higher order interpolation result for square -integrable functions by using generalized coiflets. Convergence of approximation by using generalized coiflets is shown. Applications to wavelet -Galerkin approximation of elliptic partial differential equations and some numer