Monte-Carlo methods for the transport and diffusion equations
zbMATH Open0886.65124MaRDI QIDQ1374478FDOQ1374478
Authors: Bernard Lapeyre, Etienne Pardoux, R. Sentis 
Publication date: 10 December 1997
Published in: Mathématiques \& Applications (Berlin) (Search for Journal in Brave)
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Cited In (51)
- Stochastic finite differences for elliptic diffusion equations in stratified domains
- A new Monte Carlo method for solving a stationary diffusion equation
- Weak Approximation of Stochastic Differential Equations and Application to Derivative Pricing
- Minimum variance importance samplingviaPopulation Monte Carlo
- Theoretical and numerical comparison of some sampling methods for molecular dynamics
- Multigroup-like MC resolution of generalised polynomial chaos reduced models of the uncertain linear Boltzmann equation (+discussion on hybrid intrusive/non-intrusive uncertainty propagation)
- Efficient uncertain \(k_{\mathrm{eff}}\) computations with the Monte Carlo resolution of generalised polynomial chaos based reduced models
- Efficient uncertainty propagation for photonics: combining implicit semi-analog Monte Carlo (ISMC) and Monte Carlo generalised polynomial chaos (MC-gPC)
- Spectral convergence of the generalized polynomial chaos reduced model obtained from the uncertain linear Boltzmann equation
- Estimating stochastic dynamical systems driven by a continuous-time jump Markov process
- An ES-BGK model for polyatomic gases in rotational and vibrational nonequilibrium
- On the possibility of track length based Monte-Carlo algorithms for stationary drift-diffusion systems with sources and sinks
- Monte Carlo methods for convective diffusion equations
- A gPC-intrusive Monte-Carlo scheme for the resolution of the uncertain linear Boltzmann equation
- Regularity and stability for the semigroup of jump diffusions with state-dependent intensity
- Quasi-Monte Carlo simulation of diffusion
- Monte Carlo finite volume element methods for the convection-diffusion equation with a random diffusion coefficient
- Reliability Aspects of the Variable Instruction Computer
- The pdf approach to turbulent polydispersed two-phase flows
- Asymptotic-Preserving Monte Carlo Methods for Transport Equations in the Diffusive Limit
- Weak approximation of killed diffusion using Euler schemes.
- Stability of Densities for Perturbed Degenerate Diffusions
- Coupling of transport and diffusion models in linear transport theory
- The Fokker-Planck operator as an asymptotic limit in anisotropic media
- A cell-based population control of Monte Carlo particles for the global variance reduction for transport equations
- On the adoption of the Monte Carlo method to solve one-dimensional steady state thermal diffusion problems for non-uniform solids
- Monte Carlo simulation of nonlinear diffusion processes. II
- Multi-species neutron transport equation
- Piecewise deterministic Markov processes applied to fatigue crack growth modelling
- Monte Carlo methods for radiative transfer with singular kernels
- Average and diffusion approximation of stochastic evolutionary systems in an asymptotic split state space
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- Canceling Teleportation Error in Legacy IMC Code for Photonics (Without Tilts, With Simple Minimal Modifications)
- An algorithm for probabilistic solution of parabolic PDEs
- Numerical Analysis of the Monte-Carlo Noise for the Resolution of the Deterministic and Uncertain Linear Boltzmann Equation (Comparison of Non-Intrusive gPC and MC-gPC)
- An iterative computation of approximations on Korobov-like spaces.
- A new implicit Monte-Carlo scheme for photonics (without teleportation error and without tilts)
- Regularity of velocity averages for transport equations on random discrete velocity grids
- Error analysis of the optimal quantization algorithm for obstacle problems.
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- Monte Carlo Methods for Particle Transport
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- An unsplit Monte-Carlo solver for the resolution of the linear Boltzmann equation coupled to (stiff) Bateman equations
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- A new higher-order weak approximation scheme for stochastic differential equations and the Runge-Kutta method
- Numerical simulation by a random particle method of deuterium-tritium fusion reactions in a plasma
- Computing the principal eigenvalue of the Laplace operator by a stochastic method
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- Quasi-Monte Carlo quadratures for multivariate smooth functions
- Stochastic methods for the neutron transport equation. II: Almost sure growth
- First passage Monte Carlo algorithms for solving coupled systems of diffusion-reaction equations
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