scientific article; zbMATH DE number 12731

MaRDI QIDQ3978690zbMATH OpenFDO

Authors A. V. Ivanova, Sergeĭ Mikhaĭlovich Ermakov

Publication date 25 June 1992

zbMATH Keywords

Monte Carlo methodparabolicfinite-difference approximationsstochastic stability condition

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Initial value problems for second-order parabolic equations (35K15) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12)

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(9)

• Monte Carlo difference schemes for the wave equation
• The stability of difference schemes
• Monte-Carlo method with storage of intermediate results
• Stochastic stability and parallelism in the Monte Carlo method.
• Stochastic and quasistochastic computations
• scientific article; zbMATH DE number 702045 (Why is no real title available?)
• A stability criterion for two timescale stochastic approximation schemes
• Interpretation of a Monte Carlo approach of a finite difference scheme by a game method for modelling
• Difference methods for stochastic differential equations with discontinuous coefficients

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