An efficient algorithm for accelerating Monte Carlo approximations of the solution to boundary value problems (Q257095): Difference between revisions
From MaRDI portal
Latest revision as of 14:38, 11 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | An efficient algorithm for accelerating Monte Carlo approximations of the solution to boundary value problems |
scientific article |
Statements
An efficient algorithm for accelerating Monte Carlo approximations of the solution to boundary value problems (English)
0 references
15 March 2016
0 references
Monte Carlo method
0 references
Romberg extrapolation
0 references
bounded diffusion
0 references
Feynman-Kac formula
0 references
first exit time
0 references
parallel computing
0 references
numerical experiment
0 references
0 references
0 references
0 references