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)

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• Stochastic computational methods and experiment design

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