Monte Carlo simulation via a numerical algorithm for solving a nonlinear inverse problem

DOI10.1016/J.CNSNS.2009.08.025MaRDI QIDQ720144zbMATH OpenOpenAlexFDO

Authors Rahman Farnoosh, Morteza Ebrahimi

Publication date 13 October 2011

Published in Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cnsns.2009.08.025

zbMATH Keywords

diffusion coefficientMonte Carlo optimizationnonlinear inverse problemrandom search algorithmfinite differences scheme

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Inverse problems for PDEs (35R30) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Numerical methods for inverse problems for initial value and initial-boundary value problems involving PDEs (65M32)

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Cited in

(4)

• A numerical method for solving of a nonlinear inverse diffusion problem
• A way to obtain Monte Carlo matrix inversion with minimal error
• Numerical solution of an inverse diffusion problem
• Biological applications and numerical solution based on Monte Carlo method for a two-dimensional parabolic inverse problem

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