On the stochastic and quasi-stochastic algorithms parallelization in modeling problems

MaRDI QIDQ3557972zbMATH OpenFDO

Authors Sergeĭ Mikhaĭlovich Ermakov

Publication date 28 April 2010

Full work available at URL http://mathnet.ru/eng/mm/v21/i8/p80

zbMATH Keywords

Monte-Carlo methodsparallel computationstochastic processes trajectories

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Parallel numerical computation (65Y05)

Recommendations

• MCQMC Algorithms for Solving some Classes of Equations
• Numerical solution to stochastic differential equations on supercomputers
• Stochastic approximation algorithms for parallel and distributed processing
• A parallel version of a quasigradient methoid In stochastic control theory^∗
• Stochastic and quasistochastic computations

Cited in

(3)

• Stochastic and quasistochastic computations
• Stochastic modelling of diffusion equations on a parallel machine
• scientific article; zbMATH DE number 1190408 (Why is no real title available?)

This page was built for publication: On the stochastic and quasi-stochastic algorithms parallelization in modeling problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3557972)