Numerical Modeling of the Linear Relaxational Filtration by Monte Carlo Methods

DOI10.1007/978-3-319-27466-9_16zbMath1339.65013OpenAlexW2465805055MaRDI QIDQ2813549

Kanat K. Shakenov

Publication date: 24 June 2016

Published in: Applied and Numerical Harmonic Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-27466-9_16

zbMATH Keywords

filtrationMonte Carloprobabilityapproximationrelaxationrandom walknumerical modelingexpectationmethodmodeldifference

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Cites Work

• Probability methods for approximations in stochastic control and for elliptic equations
• Some Continuous Monte Carlo Methods for the Dirichlet Problem
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