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The Monte Carlo methods for solving the vector and Stochastic Helmholtz equations

โœ Scribed by G. A. Mikhailov


Publisher
SP MAIK Nauka/Interperiodica
Year
1995
Tongue
English
Weight
572 KB
Volume
36
Category
Article
ISSN
0037-4466

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Minimax Monte-Carlo methods for solving
โœ G.A. Mikhailov ๐Ÿ“‚ Article ๐Ÿ“… 1989 ๐Ÿ› Elsevier Science โš– 513 KB

A Markov chain minimizing the maximum of the weighting function that determines the variance of the standard Monte-Carlo estimators of linear functionals of the solution of an integral equation of the 2nd kind is constructed. The results are extended to vector estimators associated with the simulta