Monte Carlo path-integral calculations for two-point boundary-value problems

DOI10.1007/BF02174142zbMath0149.11402OpenAlexW1999577687MaRDI QIDQ2525071

K. Ichida, Takao Tsuda, T. Kiyono

Publication date: 1967

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/131773

zbMATH Keywords

numerical analysis

Related Items

Successive complementary expansion method for solving Troesch's problem as a singular perturbation problem, Sequential Gaussian Markov Integrals, Continuous and discontinuous numerical solutions to the Troesch problem, Solving non-linear elliptic difference equations by extendable sparse factorization procedures, The Monte Carlo method, The use of the generalized extended to the limit sparse factorization techniques for the solution of non-linear elliptic and parabolic difference equations, Normalized implicit methods for the solution of non-linear elliptic boundary value problems, A geometric approach for solving Troesch's problem, Stochastic numerical treatment for solving Troesch's problem, On the closed form solution of Troesch's problem, A variational iteration method for solving Troesch's problem, Stochastic dynamical interpolation formula to time-reversible diffusion processes, Solution of Troesch's two-point boundary value problem by a combination of techniques, Numerical solution of integral equations in Chebyshev series

Cites Work

• Unnamed Item
• The solution of nonlinear ordinary differential equations in Chebyshev series
• Approximation of a Class of Wiener Integrals
• Numerical solution of nonlinear two-point boundary problems by finite difference methods