Numerical solution of telegraph equation using adaptive importance sampling Monte Carlo algorithm

MaRDI QIDQ5276338zbMATH OpenFDO

Authors Zhimin Hong, Xue Chen, Qiang Li

Publication date 14 July 2017

zbMATH Keywords

adaptive importance samplingalmost optimal Monte Carlo algorithmcompact finite differenceconvergencenumerical examplesstabilitytelegraph equation

Mathematics Subject Classification ID

Initial-boundary value problems for second-order hyperbolic equations (35L20) Monte Carlo methods (65C05) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

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