General sequential sampling techniques for Monte Carlo simulations. I: Matrix problems.

MaRDI QIDQ4369796zbMATH OpenFDO

Authors Jerome Spanier, Liming Li

Publication date 1997

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

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(4)

• Adaptive Monte Carlo methods for solving hyperbolic telegraph equation
• Adaptive Monte Carlo methods for matrix equations with applications
• Using systematic sampling selection for Monte Carlo solutions of Feynman-Kac equations
• Approximation of Transport Equations by Matrix Equations and Sequential Sampling

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