Quasi-Monte Carlo simulation of diffusion (Q1961051)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quasi-Monte Carlo simulation of diffusion |
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Quasi-Monte Carlo simulation of diffusion (English)
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21 August 2000
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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.
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diffusion equation
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particle methods
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random walk
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quasi random samples
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numerical examples
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Monte Carlo method
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