Solution of an initial-boundary value problem for a system of parabolic equations by the Monte Carlo method

MaRDI QIDQ3626465zbMATH OpenFDO

Authors G. M. Raimova

Publication date 22 May 2009

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70)

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(15)

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• On Monte Carlo algorithms applied to Dirichlet problems for parabolic operators in the setting of time-dependent domains
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• Combined estimates of the Monte Carlo method for the third boundary value problem for a parabolic-type equation
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