Quasi-Monte Carlo algorithms for diffusion equations in high dimensions
β Scribed by G. Venkiteswaran; M. Junk
- Publisher
- Elsevier Science
- Year
- 2005
- Tongue
- English
- Weight
- 333 KB
- Volume
- 68
- Category
- Article
- ISSN
- 0378-4754
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π SIMILAR VOLUMES
The Laplace transform is applied to remove the time-dependent variable in the di usion equation. For nonharmonic initial conditions this gives rise to a non-homogeneous modiΓΏed Helmholtz equation which we solve by the method of fundamental solutions. To do this a particular solution must be obtained
The choice of a point set, to be used in numerical integration, determines, to a large extent, the error estimate of the integral. Point sets can be characterized by their discrepancy, which is a measure of their nonuniformity. Point sets with a discrepancy that is low with respect to the expected v