Monte Carlo method for solving ODE systems

DOI10.1134/S1063454119030087zbMath1480.65007OpenAlexW2971980635MaRDI QIDQ2282758

Tatiana M. Tovstik, Sergeĭ Mikhaĭlovich Ermakov

Publication date: 19 December 2019

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

Full work available at URL: https://doi.org/10.1134/s1063454119030087

zbMATH Keywords

integral equationsMonte Carlo methodODE systemsstatistical modeling

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Related Items (2)

Stochastic computational methods and experiment design ⋮ The Monte Carlo method for solving large systems of linear ordinary differential equations

Cites Work

• Monte Carlo difference schemes for the wave equation
• Sequential Monte Carlo Techniques for Solving Non-Linear Systems
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