Probabilistic-algebraic algorithms of Monte Carlo methods

DOI10.1515/RJNAMM.2011.018MaRDI QIDQ3087111zbMATH OpenOpenAlexFDO

Authors I. N. Medvedev, G. A. Mikhaĭlov

Publication date 2 August 2011

Published in Russian Journal of Numerical Analysis and Mathematical Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/rjnamm.2011.018

zbMATH Keywords

Monte Carlo methodprobabilistic-algebraic algorithmssystems of integral equations

Mathematics Subject Classification ID

Systems of nonsingular linear integral equations (45F05) Monte Carlo methods (65C05) Numerical methods for integral equations (65R20)

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Cited in

(22)

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• Combined probabilistic algorithm for solving high dimensional problems
• Vector estimators of the Monte Carlo method: dual representation and optimization
• Joint application of the Monte Carlo method and computational probabilistic analysis in problems of numerical modeling with data uncertainties
• Monte Carlo method of batch iterations: probabilistic characteristics
• Use of a Monte Carlo method in an algorithm which solves a set of functional inequalities
• Stochastic stability of the Monte Carlo method (the case of operators)
• Optimization of the quasi-Monte Carlo algorithm for solving systems of linear algebraic equations

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