Monte Carlo methods for convective diffusion equations

DOI10.1515/RNAM.1997.12.1.67MaRDI QIDQ4338023zbMATH OpenOpenAlexFDO

Authors Nikolai A. Simonov

Publication date 12 November 1997

Published in Russian Journal of Numerical Analysis and Mathematical Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/rnam.1997.12.1.67

zbMATH Keywords

Markov chainMonte Carlo methodsCauchy problemstochastic algorithmconvective diffusion equation

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Initial value problems for second-order parabolic equations (35K15) Applications to the sciences (65Z05)

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Cited in

(12)

• A time estimator in the Monte Carlo method.
• A new Monte Carlo method for solving a stationary diffusion equation
• Branching diffusion representation of semilinear PDEs and Monte Carlo approximation
• Monte Carlo finite volume element methods for the convection-diffusion equation with a random diffusion coefficient
• Asymptotic-Preserving Monte Carlo Methods for Transport Equations in the Diffusive Limit
• On the adoption of the Monte Carlo method to solve one-dimensional steady state thermal diffusion problems for non-uniform solids
• Monte Carlo simulation of nonlinear diffusion processes. II
• scientific article; zbMATH DE number 1865950 (Why is no real title available?)
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• A piecewise deterministic Monte Carlo method for diffusion bridges
• A mesh free stochastic algorithm for solving diffusion-convection-reaction equations on complicated domains
• First passage Monte Carlo algorithms for solving coupled systems of diffusion-reaction equations

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