Quasi-Monte Carlo simulation of diffusion (Q1961051): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 05:22, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quasi-Monte Carlo simulation of diffusion |
scientific article |
Statements
Quasi-Monte Carlo simulation of diffusion (English)
0 references
21 August 2000
0 references
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.
0 references
diffusion equation
0 references
particle methods
0 references
random walk
0 references
quasi random samples
0 references
numerical examples
0 references
Monte Carlo method
0 references
