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Solving Probability Problems Using Monte Carlo Simulation

โœ Scribed by William B. Rudolph; Debra Tvrdik


Book ID
114978695
Publisher
School Science and Mathematics Association
Year
1991
Tongue
English
Weight
197 KB
Volume
91
Category
Article
ISSN
0036-6803

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Monte Carlo simulation via a numerical a
โœ R. Farnoosh; M. Ebrahimi ๐Ÿ“‚ Article ๐Ÿ“… 2010 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 212 KB

This paper is intended to provide a numerical algorithm involving the combined use of the finite differences scheme and Monte Carlo method for estimating the diffusion coefficient in a one-dimensional nonlinear parabolic inverse problem. In the present study, the functional form of the diffusion coe