On the asymptotic optimality of the estimation by collisions in the Neuman-Ulam scheme for systems of network equations in the multidimensional Dirichlet problem (Q1422796)
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scientific article; zbMATH DE number 2046927
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| English | On the asymptotic optimality of the estimation by collisions in the Neuman-Ulam scheme for systems of network equations in the multidimensional Dirichlet problem |
scientific article; zbMATH DE number 2046927 |
Statements
On the asymptotic optimality of the estimation by collisions in the Neuman-Ulam scheme for systems of network equations in the multidimensional Dirichlet problem (English)
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26 February 2004
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complexity
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Monte-Carlo methods
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Poisson equation
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stochastic algorithm
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difference scheme
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collision estimation
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Neuman-Ulam conjugate scheme
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systems of network equations
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Dirichiet boundary value problem
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0.8374544978141785
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0.8209048509597778
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0.7172015905380249
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