scientific article; zbMATH DE number 195176
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Publication:4693133
zbMATH Open0691.60073MaRDI QIDQ4693133FDOQ4693133
Authors: V. V. Nekrutkin, Sergeĭ Mikhaĭlovich Ermakov, Alexander Sipin 
Publication date: 5 June 1993
Title of this publication is not available (Why is that?)
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propagation of chaosMonte-Carlo methodsbranching Markov processmany-particle systemsintegral representation theorymeasure- valued diffusionsWiener integral representations
Monte Carlo methods (65C05) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Functional limit theorems; invariance principles (60F17) Other special methods applied to PDEs (35A25) Representations of solutions to partial differential equations (35C99)
Cited In (47)
- Splitting and survival probabilities in stochastic random walk methods and applications
- Stochastic simulation algorithms for solving transient anisotropic diffusion-recombination equations and application to cathodoluminescence imaging
- Global random walk on grid algorithm for solving Navier-Stokes and Burgers equations
- Random walk on spheres algorithm for solving transient drift-diffusion-reaction problems
- A Global Random Walk on Spheres algorithm for calculating the solution and its derivatives of the drift‐diffusion‐reaction equations
- A global random walk on spheres algorithm for transient heat equation and some extensions
- A mesh free floating random walk method for solving diffusion imaging problems
- Monte Carlo solution of Cauchy problem for a nonlinear parabolic equation
- Combination of the meshless finite difference approach with the Monte Carlo random walk technique for solution of elliptic problems
- Monte Carlo solution of the Neumann problem for the nonlinear Helmholtz equation
- Random walk on spheres method for solving anisotropic drift-diffusion problems
- Random walk on semi-cylinders for diffusion problems with mixed Dirichlet-Robin boundary conditions
- Random walk on spheres algorithm for solving steady-state and transient diffusion-recombination problems
- Stochastic algorithm for solving transient diffusion equations with a precise accounting of reflection boundary conditions on a substrate surface
- Application of the von Mises-Fisher distribution to random walk on spheres method for solving high-dimensional diffusion-advection-reaction equations
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- Integral and probabilistic representations for systems of elliptic equations
- A new global random walk algorithm for calculation of the solution and its derivatives of elliptic equations with constant coefficients in an arbitrary set of points
- Non-Poisson particle systems and Boltzmann equations
- Monte Carlo solution of semi-linear Helmholtz boundary value problem
- On stochastic algorithms for solving boundary-value problems for the Laplace operator
- A randomized quasi-Monte Carlo algorithms for some boundary value problems
- Development and implementation of branching random walk on spheres algorithms for solving the 2D elastostatics Lamé equation
- Walk-on-spheres algorithm for solving third boundary value problem
- Monte Carlo method for solution of initial-boundary value problem for nonlinear parabolic equations
- 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
- Random walk on spheres method for solving drift-diffusion problems
- Initial-boundary value problem for the heat equation -- a stochastic algorithm
- A Matlab software for approximate solution of 2D elliptic problems by means of the meshless Monte Carlo random walk method
- On the error of stochastic solutions of Boltzmann-type equations: sharp upper bounds
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- Variance reduction by means of deterministic computation: Collision estimate
- The Monte Carlo Complexity of Fredholm Integral Equations
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- Kac particle systems with free motion and equations of Boltzmann type
- A mesh free stochastic algorithm for solving diffusion-convection-reaction equations on complicated domains
- Monte Carlo algorithms for problems with partially reflecting boundaries
- Parameter Estimation for Macroscopic Pedestrian Dynamics Models from Microscopic Data
- Random walk on ellipsoids method for solving elliptic and parabolic equations
- First passage Monte Carlo algorithms for solving coupled systems of diffusion-reaction equations
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