scientific article
From MaRDI portal
Publication:4001948
zbMath0728.65002MaRDI QIDQ4001948
Publication date: 18 September 1992
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
resolventsystemseigenvalueintegral equationnumerical experimentsdifferential equationsstochastic methodsMonte-Carlo methodlinear elliptic equationslinear parabolic equationsequations of elasticity
Probabilistic models, generic numerical methods in probability and statistics (65C20) Monte Carlo methods (65C05) Numerical methods for integral equations (65R20) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Applications to the sciences (65Z05)
Related Items (82)
An efficient backward Monte Carlo estimator for solving a quantum-kinetic equation with memory kernel ⋮ Generation of nonhomogeneous turbulent velocity fields by modified randomized spectral method ⋮ Random walk on semi-cylinders for diffusion problems with mixed Dirichlet-Robin boundary conditions ⋮ A Parallel Iterative Probabilistic Method for Mixed Problems of Laplace Equations with the Feynman--Kac Formula of Killed Brownian Motions ⋮ A mesh free floating random walk method for solving diffusion imaging problems ⋮ A partially reflecting random walk on spheres algorithm for electrical impedance tomography ⋮ A new Green's function Monte Carlo algorithm for the estimation of the derivative of the solution of Helmholtz equation subject to Neumann and mixed boundary conditions ⋮ Stochastic simulation algorithms for solving a nonlinear system of drift-diffusion-Poisson equations of semiconductors ⋮ Probability distribution of the life time of a drift-diffusion-reaction process inside a sphere with applications to transient cathodoluminescence imaging ⋮ Application of the von Mises-Fisher distribution to random walk on spheres method for solving high-dimensional diffusion-advection-reaction equations ⋮ Rare Event Simulation for Multiscale Diffusions in Random Environments ⋮ A Fourier-wavelet Monte Carlo method for fractal random fields ⋮ Walk-on-spheres algorithm for solving third boundary value problem ⋮ Randomized spectral and Fourier-wavelet methods for multidimensional Gaussian random vector fields ⋮ A new Green's function Monte Carlo algorithm for the solution of the two-dimensional nonlinear Poisson-Boltzmann equation: application to the modeling of the communication breakdown problem in space vehicles during re-entry ⋮ Random walk on spheres method for solving drift-diffusion problems ⋮ Initial-boundary value problem for the heat equation -- a stochastic algorithm ⋮ Computing the principal eigenvalue of the Laplace operator by a stochastic method ⋮ Sensitivity analysis of the concentration transport estimation in a turbulent flow ⋮ Integral and probabilistic representations for systems of elliptic equations ⋮ Random walk on spheres algorithm for solving transient drift-diffusion-reaction problems ⋮ Randomized Monte Carlo algorithms for matrix iterations and solving large systems of linear equations ⋮ On one way of modeling a stochastic process with given accuracy and reliability ⋮ Statistical analysis of fracture-length distribution sampled under the truncation and censoring effects ⋮ On stochastic algorithms for solving boundary-value problems for the Laplace operator ⋮ A new global random walk algorithm for calculation of the solution and its derivatives of elliptic equations with constant coefficients in an arbitrary set of points ⋮ A global random walk on spheres algorithm for transient heat equation and some extensions ⋮ A modified walk‐on‐sphere method for high dimensional fractional Poisson equation ⋮ Stochastic estimation of Green's functions with application to diffusion and advection-diffusion-reaction problems ⋮ Monte Carlo algorithm for the Robin boundary conditions in application to solving a model diffusion-recombination problem ⋮ Two stochastic algorithms for solving elastostatics problems governed by the Lamé equation ⋮ Random walk on spheres method for solving anisotropic transient diffusion problems and flux calculations ⋮ Sparsified randomization algorithms for low rank approximations and applications to integral equations and inhomogeneous random field simulation ⋮ Stochastic simulation algorithms for solving transient anisotropic diffusion-recombination equations and application to cathodoluminescence imaging ⋮ Генерация трехмерных однородных изотропных турбулентных полей скорости на основе рандомизированного спектрального метода ⋮ A Global Random Walk on Spheres algorithm for calculating the solution and its derivatives of the drift‐diffusion‐reaction equations ⋮ Monte Carlo method for parabolic equations involving fractional Laplacian ⋮ Development and implementation of branching random walk on spheres algorithms for solving the 2D elastostatics Lamé equation ⋮ A mesh free stochastic algorithm for solving diffusion-convection-reaction equations on complicated domains ⋮ Approximation of exit times for one-dimensional linear diffusion processes ⋮ Green's function Monte Carlo algorithms for elliptic problems. ⋮ Analysis and comparison of Green's function first-passage algorithms with ``Walk on spheres algorithms. ⋮ Relative efficiency of Gaussian stochastic process sampling procedures. ⋮ Unnamed Item ⋮ A Randomized Quasi-Monte Carlo Algorithms for Some Boundary Value Problems ⋮ On Some Stochastic Algorithms for the Numerical Solution of the First Boundary Value Problem for the Heat Equation ⋮ First passage Monte Carlo algorithms for solving coupled systems of diffusion-reaction equations ⋮ Variance reduction by means of deterministic computation: Collision estimate ⋮ Monte Carlo Algorithms for Problems with Partially Reflecting Boundaries ⋮ Comparative analysis of multiscale Gaussian random field simulation algorithms ⋮ Stochastic finite differences for elliptic diffusion equations in stratified domains ⋮ Random walk on spheres method for solving anisotropic drift-diffusion problems ⋮ Simulation of generalized fractional Brownian motion in \(C([0,T)\)] ⋮ A Highly Scalable Boundary Integral Equation and Walk-On-Spheres (BIE-WOS) Method for the Laplace Equation with Dirichlet Data ⋮ A random walk on spheres based kinetic Monte Carlo method for simulation of the fluctuation-limited bimolecular reactions ⋮ Stochastic projection methods and applications to some nonlinear inverse problems of phase retrieving ⋮ Elastic half-plane under random displacement excitations on the boundary ⋮ A floating random-walk algorithm for extracting electrical capacitance ⋮ Sensitivity analysis in the migration of radionuclides: differential Monte Carlo versus double randomization ⋮ Stochastic algorithm for solving transient diffusion equations with a precise accounting of reflection boundary conditions on a substrate surface ⋮ Random walk on ellipsoids method for solving elliptic and parabolic equations ⋮ A Matlab software for approximate solution of 2D elliptic problems by means of the meshless Monte Carlo random walk method ⋮ A global random walk on grid algorithm for second order elliptic equations ⋮ Geometry entrapment in walk-on-subdomains ⋮ A global random walk on grid algorithm for second order elliptic equations ⋮ Stochastic boundary methods of fundamental solutions for solving PDEs ⋮ Random walk on spheres algorithm for solving steady-state and transient diffusion-recombination problems ⋮ Global sensitivity analysis of statistical models by double randomization method ⋮ Particle diffusion Monte Carlo (PDMC) ⋮ A new randomized vector algorithm for iterative solution of large linear systems ⋮ Simulation of a space-time bounded diffusion ⋮ Probabilistically induced domain decomposition methods for elliptic boundary-value problems ⋮ Combination of the meshless finite difference approach with the Monte Carlo random walk technique for solution of elliptic problems ⋮ Генерация анизотропных турбулентных полей скорости на основе рандомизированного спектрального метода ⋮ A random walk on small spheres method for solving transient anisotropic diffusion problems ⋮ A master equation approach to option pricing ⋮ Global random walk on grid algorithm for solving Navier-Stokes and Burgers equations ⋮ An algorithm for probabilistic solution of parabolic PDEs ⋮ Stochastic model for the fluctuation-limited reaction-diffusion kinetics in inhomogeneous media based on the nonlinear Smoluchowski equations ⋮ Splitting and survival probabilities in stochastic random walk methods and applications ⋮ An efficient algorithm for accelerating Monte Carlo approximations of the solution to boundary value problems ⋮ Stochastic algorithms for solving the Dirichlet boundary value problem for certain second-order elliptic equations with discontinuous coefficients
This page was built for publication:
