Quasi-random Walks on Balls Using C.U.D. Sequences

DOI10.1007/978-3-540-70942-8_19MaRDI QIDQ3591049zbMATH OpenOpenAlexFDO

Authors Aneta Karaivanova, Hongmei Chi, T. Gurov

Publication date 3 September 2007

Published in Numerical Methods and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-540-70942-8_19

zbMATH Keywords

acceptance-rejectioncompletely uniformly distributed sequencesconvergenceelliptic boundary value problemsMarkov chainsMonte Carlo methodsnumerical resultspseudorandom numbersquasi-random walks

Mathematics Subject Classification ID

Boundary value problems for second-order elliptic equations (35J25) Sums of independent random variables; random walks (60G50) Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12)

Recommendations

• On the use of radial basis functions in the solution of elliptic boundary value problems
• Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation
• Fundamental Solutions Method for Elliptic Boundary Value Problems
• scientific article; zbMATH DE number 2051226
• The efficient Monte Carlo method in solving the initial-boundary value problem of partial differential equations

This page was built for publication: Quasi-random Walks on Balls Using C.U.D. Sequences

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3591049)