Using the Strang-Fix approximation in discrete-stochastic numerical procedures

DOI10.1515/MCMA.1997.3.2.89zbMATH Open0927.65003OpenAlexW2057553193MaRDI QIDQ4359738FDOQ4359738

Authors: A. V. Vojtishek 

Publication date: 13 December 1999

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/mcma.1997.3.2.89

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zbMATH Keywords

error boundsMonte Carlo methodmultiple integralsintegral equations of the second kindStrang-Fix approximationdiscrete-stochastic numerical procedures

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32) Numerical methods for integral equations (65R20) Algorithms for approximation of functions (65D15)

Cited In (1)

• The discrete-stochastic approaches to solving the linearized Boltzmann equation

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