Study of weighted Monte Carlo algorithms with branching

DOI10.1134/S0965542509030051zbMATH Open1224.65003OpenAlexW2053994481MaRDI QIDQ2995663FDOQ2995663

I. N. Medvedev, G. A. Mikhaĭlov

Publication date: 4 May 2011

Published in: Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0965542509030051

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zbMATH Keywords

Helmholtz equationintegral equationsMonte Carlo algorithmsdispersion of weighted estimatesweighted algorithms

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05)

Cited In (1)

• Weighted Monte Carlo algorithms with branching corresponding member of the RAS

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