A Quasi-Monte Carlo Approach to Particle Simulation of the Heat Equation (Q4285941)

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scientific article; zbMATH DE number 536946
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A Quasi-Monte Carlo Approach to Particle Simulation of the Heat Equation
scientific article; zbMATH DE number 536946

    Statements

    A Quasi-Monte Carlo Approach to Particle Simulation of the Heat Equation (English)
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    21 April 1994
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    numerical examples
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    experimental results
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    convergence
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    Monte Carlo particle simulation
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    heat equation
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    quasi-random simulation
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    variance reduction
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    quasi-Monte Carlo simulation
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    reaction-diffusion equation
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    random vortex method
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    Navier-Stokes equation
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    nonlinear Boltzmann equation
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