Monte Carlo simulation via a numerical algorithm for solving a nonlinear inverse problem
DOI10.1016/j.cnsns.2009.08.025zbMath1222.65005MaRDI QIDQ720144
Morteza Ebrahimi, Rahman Farnoosh
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
Monte Carlo optimization; diffusion coefficient; nonlinear inverse problem; random search algorithm; finite differences scheme
65C05: Monte Carlo methods
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
35R30: Inverse problems for PDEs
65M06: Finite difference methods for initial value and initial-boundary value problems involving PDEs
65M32: Numerical methods for inverse problems for initial value and initial-boundary value problems involving PDEs
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