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

difference schemefixed point iterationheat flow equationsMonte Carlo algorithmsnumerical examplesparallel computationstabilitystochastic errorsvon Neumann-Ulam schemewave equation

Mathematics Subject Classification ID

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