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Solution of functional equations by the Monte Carlo method

✍ Scribed by V. V. Kleiza


Publisher
Springer
Year
1978
Tongue
English
Weight
279 KB
Volume
17
Category
Article
ISSN
0363-1672

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Monte Carlo methods for the solution of
✍ Guillermo Marshall πŸ“‚ Article πŸ“… 1989 πŸ› Elsevier Science 🌐 English βš– 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