scientific article

zbMath0599.65001MaRDI QIDQ3734960

Gennady A. Mikhailov, Sergeĭ Mikhaĭlovich Ermakov

Publication date: 1982

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Dirichlet problembranching processesexponential distributionstochastic processesintegral equationsMonte Carlo methodBoltzmann equationquadrature formulasnonlinear equationspartial differential equationsqueueing systemsexercisesvariance reduction techniqueswalk on a spheremultivariate Gauss-Markov processmultivariate isotropic vectorstationary process with a known spectral density

Mathematics Subject Classification ID

Related Items (40)

New Monte Carlo algorithms for investigation of criticality fluctuations in the particle scattering process with multiplication in stochastic media ⋮ The impact of the shape of the spectral density of random wave disturbance on the vibrations of a fixed sea-based offshore platform ⋮ Vector Monte Carlo stochastic matrix-based algorithms for large linear systems ⋮ On the modeling of linear system input stochastic processes with given accuracy and reliability ⋮ Theoretical and numerical analysis of approaches to evaluation of statistical error of the DSMC method ⋮ New Monte Carlo algorithms for estimating probability moments of criticality parameters for a scattering process with multiplication in stochastic media ⋮ Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods ⋮ Solving boundary value problems with complex parameters by the Monte Carlo method ⋮ Walk-on-spheres algorithm for solving third boundary value problem ⋮ SYSTOLIC MATRIX INVERSION USING A MONTE CARLO METHOD ⋮ The random walk on the boundary method for calculating capacitance ⋮ Variance reduction techniques for estimation of integrals over a set of branching trajectories ⋮ Analytical and simulation models of generalized stochastic networks ⋮ Randomized Monte Carlo algorithms for matrix iterations and solving large systems of linear equations ⋮ Universal modification of vector weighted method of correlated sampling with finite computational cost ⋮ Monte Carlo methods for estimating the probability distributions of criticality parameters of particle transport in a randomly perturbed medium ⋮ Vector Monte Carlo algorithms with finite computational cost ⋮ Monte Carlo algorithm for the Robin boundary conditions in application to solving a model diffusion-recombination problem ⋮ Stochastic computational methods and experiment design ⋮ Construction of effective randomized projective estimates for solutions of integral equations based on Legendre polynomials ⋮ Green's function Monte Carlo algorithms for elliptic problems. ⋮ Monte Carlo complexity of parametric integration ⋮ The nonlinear Boltzmann equation, methods with ``continuous time, and some general constructions of the Monte Carlo methods ⋮ A mathematical-statistics approach to the least squares method ⋮ Monte Carlo algorithms for calculation of diffusive characteristics of an electron avalanche in gases ⋮ The method of similar trajectories with branching according to parametric maximum of the auxiliary weight ⋮ Simulation of generalized fractional Brownian motion in \(C([0,T)\)] ⋮ A new \textit{walk on equations} Monte Carlo method for solving systems of linear algebraic equations ⋮ Optimization and sensitivity analysis of computer simulation models by the score function method ⋮ A numerical approach for determination of sources in transport equations ⋮ What Monte Carlo models can do and cannot do efficiently? ⋮ Robustness and applicability of Markov chain Monte Carlo algorithms for eigenvalue problems ⋮ A new randomized vector algorithm for iterative solution of large linear systems ⋮ Simulation of a fractional Brownian motion in the space $L_p([0,T)$] ⋮ Improvement of multidimensional randomized Monte Carlo algorithms with ``splitting ⋮ A new iterative Monte Carlo approach for inverse matrix problem ⋮ Stochastic iterative methods for solving equations of parabolic type ⋮ Numerical solution of stochastic differential equations in the sense of Stratonovich in an amorphization crystal lattice model ⋮ Voronoi-like nondeterministic partition of a lattice by collectives of finite automata ⋮ Monte Carlo algorithms: Performance analysis for some computer architectures

This page was built for publication: