Monte Carlo difference schemes for the wave equation

DOI10.1515/MCMA.2002.8.1.1zbMATH Open1002.65005OpenAlexW1972186497MaRDI QIDQ4331089FDOQ4331089

Authors: 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

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zbMATH Keywords

numerical examplesstabilityfixed point iterationparallel computationwave equationdifference schemeMonte Carlo algorithmsvon 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)

Cited In (14)

• Comparing M/G/1 queue estimators in Monte Carlo simulation through the tested generator ``getRDS and the proposed ``getLHS using variance reduction
• Monte Carlo method for solving ODE systems
• Stochastic stability of the Monte Carlo method (the case of operators)
• Stochastic stability and parallelism in the Monte Carlo method.
• Stochastic and quasistochastic computations
• Stochastic computational methods and experiment design
• An efficient Monte Carlo scheme for Zakai equations
• On stochastic and quasistochastic methods for solving equations
• On construction of parallel algorithms in problems of computational mathematics
• Analysis of the Monte-Carlo error in a hybrid semi-Lagrangian scheme
• Title not available (Why is that?)
• Sparsified Randomization Algorithms for large systems of linear equations and a new version of the Random Walk on Boundary method
• Optimization of the quasi-Monte Carlo algorithm for solving systems of linear algebraic equations
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