scientific article; zbMATH DE number 1302620

MaRDI QIDQ4249165zbMATH OpenFDO

Authors Erika Hausenblas

Publication date 28 February 2000

zbMATH Keywords

Euler schemeMonte Carlo methodsnumerical experimentsparabolic differential equationparallel computationstochastic differential equations

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Monte Carlo methods (65C05) Numerical solutions to stochastic differential and integral equations (65C30) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Parallel numerical computation (65Y05)

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Cited in

(2)

• A hybrid parareal Monte Carlo algorithm for parabolic problems
• The efficient Monte Carlo method in solving the initial-boundary value problem of partial differential equations

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