An efficient algorithm for accelerating Monte Carlo approximations of the solution to boundary value problems (Q257095): Difference between revisions

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Latest revision as of 14:38, 11 July 2024

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An efficient algorithm for accelerating Monte Carlo approximations of the solution to boundary value problems
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    An efficient algorithm for accelerating Monte Carlo approximations of the solution to boundary value problems (English)
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    15 March 2016
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    Monte Carlo method
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    Romberg extrapolation
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    bounded diffusion
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    Feynman-Kac formula
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    first exit time
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    parallel computing
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    numerical experiment
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