Monte Carlo difference schemes for the wave equation

DOI10.1515/mcma.2002.8.1.1zbMath1002.65005OpenAlexW1972186497MaRDI QIDQ4331089

Wolfgang Wagner, Sergeĭ Mikhaĭlovich Ermakov

Publication date: 20 December 2002

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/mcma.2002.8.1.1

zbMATH Keywords

stabilitywave equationnumerical examplesparallel computationdifference schemeMonte Carlo algorithmsfixed point iterationvon Neumann-Ulam schemeheat flow equationsstochastic errors

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Heat equation (35K05) Wave equation (35L05) 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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