Analysis of the Monte-Carlo Error in a Hybrid Semi-Lagrangian Scheme (Q3451332)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analysis of the Monte-Carlo Error in a Hybrid Semi-Lagrangian Scheme |
scientific article |
Statements
Analysis of the Monte-Carlo Error in a Hybrid Semi-Lagrangian Scheme (English)
0 references
16 November 2015
0 references
linear transport equation
0 references
Monte Carlo discretization
0 references
semi-Lagrangian schemes
0 references
Monte Carlo methods
0 references
viscous Burgers equation
0 references
Dirichlet boundary conditions
0 references
error bounds
0 references
heat equation
0 references
