scientific article; zbMATH DE number 2051226

zbMATH Open1041.65010MaRDI QIDQ4453518FDOQ4453518

Authors: Michael Mascagni, Aneta Karaivanova, Chi-Ok Hwang 

Publication date: 7 March 2004

Title of this publication is not available (Why is that?)

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zbMATH Keywords

random walkerror boundsquasi-Monte Carlo methodsnumerical experimentselliptic boundary value problems

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Sums of independent random variables; random walks (60G50) Boundary value problems for second-order elliptic equations (35J25) Error bounds for boundary value problems involving PDEs (65N15)

Cited In (13)

• Quasi-Monte Carlo method for solving Fredholm equations
• Domain Decomposition Solution of Elliptic Boundary-Value Problems via Monte Carlo and Quasi-Monte Carlo Methods
• A quasi-Monte Carlo method for elliptic boundary value problems
• A QMC-Spectral Method for Elliptic PDEs with Random Coefficients on the Unit Sphere
• Quasi--Monte Carlo Integration for Affine-Parametric, Elliptic PDEs: Local Supports and Product Weights
• A randomized quasi-Monte Carlo algorithms for some boundary value problems
• A global adaptive quasi-Monte Carlo algorithm for functions of low truncation dimension applied to problems from finance
• Large-Scale Scientific Computing
• Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation
• A variational formulation of the quasicontinuum method based on energy sampling in clusters
• Quasi-Monte Carlo finite element methods for elliptic PDEs with lognormal random coefficients
• Large-Scale Scientific Computing
• Quasi-random Walks on Balls Using C.U.D. Sequences

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