scientific article; zbMATH DE number 12731

zbMATH Open0786.65075MaRDI QIDQ3978690FDOQ3978690

Authors: A. V. Ivanova, Sergeĭ Mikhaĭlovich Ermakov 

Publication date: 25 June 1992

Title of this publication is not available (Why is that?)

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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)

Cited In (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.
• Title not available (Why is that?)
• Stochastic and quasistochastic computations
• 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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