Stochastic and quasistochastic computations

DOI10.3103/S1063454111030022zbMath1255.65011OpenAlexW2072501663MaRDI QIDQ1759522

Sergeĭ Mikhaĭlovich Ermakov

Publication date: 21 November 2012

Published in: Vestnik St. Petersburg University. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s1063454111030022

zbMATH Keywords

stabilityMonte Carlo methodparallelismnonlinear equationspseudorandom numbersstochastic methodsquasi-Monte Carlo

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical methods for integral equations (65R20) Integro-partial differential equations (45K05) Initial-boundary value problems for second-order parabolic equations (35K20) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Parallel numerical computation (65Y05) Random number generation in numerical analysis (65C10) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

Cites Work

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• On the calculation of definite integrals dependent on a parameter by the monte carlo method
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