Numerical probabilistic methods for solving a three-dimensional hyperbolic diffusion equation

MaRDI QIDQ1569320zbMATH OpenFDO

Authors A. F. Kryuchkov, V. A. Sirenek

Publication date 2 July 2000

Published in Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

zbMATH Keywords

hyperbolic diffusion equationMonte Carlo methodtelegraph equationthree-dimensional

Mathematics Subject Classification ID

Initial value problems for second-order hyperbolic equations (35L15) Monte Carlo methods (65C05)

Review text

The aim of this paper is the study of the application of the Monte Carlo method in solving one of the simplest hyperbolic equations, the telegraph equation, which is very important for applications. A formula for the numerical solution of the Cauchy problem for a three-dimensional equation with initial conditions of general form is presented. This formula is convenient for the numerical realization by the Monte Carlo method.

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(2)

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