The Solution of the Initial Mixed Boundary Value Problem for Hyperbolic Equations by Monte Carlo and Probability Difference Methods

DOI10.1007/978-3-319-02550-6_17zbMath1315.65090OpenAlexW49556020MaRDI QIDQ5251148

Kanat K. Shakenov

Publication date: 22 May 2015

Published in: Fourier Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-02550-6_17

zbMATH Keywords

Monte Carloprobabilitydifference methodhyperbolic equationrandom walkexpectationinitial mixed boundary value problem

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Sums of independent random variables; random walks (60G50) Initial-boundary value problems for second-order hyperbolic equations (35L20) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)