Monte Carlo difference schemes for the wave equation

DOI10.1515/MCMA.2002.8.1.1MaRDI QIDQ4331089zbMATH OpenOpenAlexFDO

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

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)

Recommendations

• Stochastic stability and parallelism in the Monte Carlo method.
• scientific article; zbMATH DE number 12731
• Stochastic stability of the Monte Carlo method (the case of operators)
• Monte Carlo Methods for Applied Scientists
• scientific article; zbMATH DE number 4094741

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
• On stochastic and quasistochastic methods for solving equations
• On construction of parallel algorithms in problems of computational mathematics
• An efficient Monte Carlo scheme for Zakai equations
• Analysis of the Monte-Carlo error in a hybrid semi-Lagrangian scheme
• scientific article; zbMATH DE number 2206850 (Why is no real title available?)
• 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
• scientific article; zbMATH DE number 4094741 (Why is no real title available?)

This page was built for publication: Monte Carlo difference schemes for the wave equation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4331089)