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

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)

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