scientific article; zbMATH DE number 843491
From MaRDI portal
Publication:4862694
zbMath0871.60050MaRDI QIDQ4862694
Nikolai A. Simonov, K. K. Sabel'fel'd
Publication date: 11 February 1996
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Sums of independent random variables; random walks (60G50) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Numerical methods for partial differential equations, boundary value problems (65N99) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to partial differential equations (35-01)
Related Items (21)
Numerical methods for nonlocal and fractional models ⋮ Random walk on semi-cylinders for diffusion problems with mixed Dirichlet-Robin boundary conditions ⋮ A mesh free floating random walk method for solving diffusion imaging problems ⋮ Numerical solution of the Robin problem of Laplace equations with a Feynman-Kac formula and reflecting Brownian motions ⋮ Walk-on-spheres algorithm for solving third boundary value problem ⋮ A new Green's function Monte Carlo algorithm for the solution of the two-dimensional nonlinear Poisson-Boltzmann equation: application to the modeling of the communication breakdown problem in space vehicles during re-entry ⋮ Initial-boundary value problem for the heat equation -- a stochastic algorithm ⋮ The random walk on the boundary method for calculating capacitance ⋮ Integral and probabilistic representations for systems of elliptic equations ⋮ On one way of modeling a stochastic process with given accuracy and reliability ⋮ Exit problem for Ornstein-Uhlenbeck processes: a random walk approach ⋮ Stochastic estimation of Green's functions with application to diffusion and advection-diffusion-reaction problems ⋮ Monte Carlo algorithm for the Robin boundary conditions in application to solving a model diffusion-recombination problem ⋮ Sparsified randomization algorithms for low rank approximations and applications to integral equations and inhomogeneous random field simulation ⋮ The stochastic counterpart of conservation laws with heterogeneous conductivity fields: application to deterministic problems and uncertainty quantification ⋮ Approximation of exit times for one-dimensional linear diffusion processes ⋮ Monte Carlo Algorithms for Problems with Partially Reflecting Boundaries ⋮ Stochastic Algorithms in Linear Algebra - beyond the Markov Chains and von Neumann - Ulam Scheme ⋮ Stochastic boundary methods of fundamental solutions for solving PDEs ⋮ Random Walk on Fixed Spheres for Laplace and Lamé equations ⋮ Stochastic iterative methods for solving equations of parabolic type
This page was built for publication: