Monte Carlo methods for convective diffusion equations

DOI10.1515/RNAM.1997.12.1.67zbMATH Open0876.65078OpenAlexW2017069164MaRDI QIDQ4338023FDOQ4338023

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

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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)

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
• Title not available (Why is that?)
• Title not available (Why is that?)
• 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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