Stochastic and quasistochastic computations

DOI10.3103/S1063454111030022zbMath1255.65011MaRDI 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

stability; Monte Carlo method; parallelism; nonlinear equations; pseudorandom numbers; stochastic methods; quasi-Monte Carlo

Mathematics Subject Classification ID

65C05: Monte Carlo methods

65R20: Numerical methods for integral equations

45K05: Integro-partial differential equations

35K20: Initial-boundary value problems for second-order parabolic equations

65M12: Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs

65Y05: Parallel numerical computation

65C10: Random number generation in numerical analysis

65M75: Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs

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