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R68-30 Monte Carlo Solution of Partial Differential Equations Using a Hybrid Computer

โœ Scribed by Little, W.D.


Book ID
114605588
Publisher
IEEE
Year
1968
Tongue
English
Weight
488 KB
Volume
C-17
Category
Article
ISSN
0018-9340

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Monte Carlo methods for the solution of
โœ Guillermo Marshall ๐Ÿ“‚ Article ๐Ÿ“… 1989 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 752 KB

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