Quasi-Monte Carlo simulation of diffusion (Q1961051): Difference between revisions

A Monte Carlo method of random walk type is constructed to determine the solution of a diffusion equation. Upper bounds for the error and computational examples are given.

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zbMATH Keywords

diffusion equation

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particle methods

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random walk

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quasi random samples

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numerical examples

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Monte Carlo method

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reviewed by

Wilfried Grecksch

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1006/jcom.1999.0509

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cites work

Particle simulations of the Kac model of the Boltzmann equation

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Sequences, discrepancies and applications

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Discrépance de suites associées à un système de numération (en dimension s)

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Q5656839

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On quasi-Monte Carlo simulation of stochastic differential equations

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A Quasi-Monte Carlo Method for the Boltzmann Equation

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A Quasi-Monte Carlo Scheme Using Nets for a Linear Boltzmann Equation

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A Quasi-Monte Carlo Approach to Particle Simulation of the Heat Equation

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Point sets and sequences with small discrepancy

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Low-discrepancy and low-dispersion sequences

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Q4003879

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Identifiers

zbMATH Open document ID

0943.65009

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DOI

10.1006/jcom.1999.0509

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:1961051

@@ Property / author @@
-Christian Lécot
@@ Property / author: Christian Lécot / rank @@
-Normal rank
@@ Property / reviewed by @@
-Wilfried Grecksch
@@ Property / reviewed by: Wilfried Grecksch / rank @@
-Normal rank
@@ Property / author @@
+Christian Lécot
@@ Property / author: Christian Lécot / rank @@
+Normal rank
@@ Property / reviewed by @@
+Wilfried Grecksch
@@ Property / reviewed by: Wilfried Grecksch / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1006/jcom.1999.0509
+Normal rank
@@ Property / OpenAlex ID @@
+W2081318305
@@ Property / OpenAlex ID: W2081318305 / rank @@
+Normal rank
@@ Property / cites work @@
+Particle simulations of the Kac model of the Boltzmann equation
+Normal rank
@@ Property / cites work @@
+Sequences, discrepancies and applications
@@ Property / cites work: Sequences, discrepancies and applications / rank @@
+Normal rank
@@ Property / cites work @@
+Discrépance de suites associées à un système de numération (en dimension s)
+Normal rank
@@ Property / cites work @@
+Q5656839
@@ Property / cites work: Q5656839 / rank @@
+Normal rank
@@ Property / cites work @@
+On quasi-Monte Carlo simulation of stochastic differential equations
+Normal rank
@@ Property / cites work @@
+A Quasi-Monte Carlo Method for the Boltzmann Equation
+Normal rank
@@ Property / cites work @@
+A Quasi-Monte Carlo Scheme Using Nets for a Linear Boltzmann Equation
+Normal rank
@@ Property / cites work @@
+A Quasi-Monte Carlo Approach to Particle Simulation of the Heat Equation
+Normal rank
@@ Property / cites work @@
+Point sets and sequences with small discrepancy
@@ Property / cites work: Point sets and sequences with small discrepancy / rank @@
+Normal rank
@@ Property / cites work @@
+Low-discrepancy and low-dispersion sequences
@@ Property / cites work: Low-discrepancy and low-dispersion sequences / rank @@
+Normal rank
@@ Property / cites work @@
+Q4003879
@@ Property / cites work: Q4003879 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1961051