Monte Carlo Method for Partial Differential Equations

DOI10.1007/978-1-4939-2104-1_46zbMATH Open1317.65246OpenAlexW148833701MaRDI QIDQ5261323FDOQ5261323

Alexander Sipin

Publication date: 3 July 2015

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4939-2104-1_46

zbMATH Keywords

boundary value problemMonte Carlo methodLaplace equationintegral equation methodstatistical algorithmsstatistical unbiased estimators

Mathematics Subject Classification ID

Point estimation (62F10) Monte Carlo methods (65C05) Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Boundary element methods for boundary value problems involving PDEs (65N38)

Cites Work

• The ``walk in hemispheres process and its applications to solving boundary value problems
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Cited In (17)

• Special issue: Monte Carlo and probabilistic methods for partial differential equations. Selection of papers at the international conference, Monte Carlo, Monaco, July 3--5, 2000
• A new Monte Carlo method for solving a stationary diffusion equation
• Title not available (Why is that?)
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• Monte Carlo methods for convective diffusion equations
• Title not available (Why is that?)
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• Monte Carlo method for solving ODE systems
• Monte Carlo finite volume element methods for the convection-diffusion equation with a random diffusion coefficient
• Random walk on semi-cylinders for diffusion problems with mixed Dirichlet-Robin boundary conditions
• An efficient Monte Carlo scheme for Zakai equations
• Monte Carlo method for parabolic equations involving fractional Laplacian
• Title not available (Why is that?)
• Title not available (Why is that?)
• Monte Carlo simulation for solving Fredholm integral equations
• Title not available (Why is that?)
• Monte Carlo-type simulation for solving stochastic ordinary differential equations

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