Application of Neumann-Ulam scheme to solving the first boundary value problem for a parabolic equation

DOI10.3103/S1063454114010075MaRDI QIDQ460747zbMATHOpenAlexFDO

Authors Alexander Sipin

Publication date 14 October 2014

Published in Vestnik St. Petersburg University. Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3103/s1063454114010075

zbMATH Keywords

heat equationMonte Carlo methodstatistical modelingwalks on spheroids

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Cited in

(2)

• On some stochastic algorithms for the numerical solution of the first boundary value problem for the heat equation
• Monte Carlo method for partial differential equations

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