Quasi-Monte Carlo algorithms for solving linear algebraic equations

MaRDI QIDQ5757063zbMATH OpenFDO

Authors A. I. Rukavishnikova, Sergeĭ Mikhaĭlovich Ermakov

Publication date 24 August 2007

zbMATH Keywords

algorithmfinite differenceLaplace equationlinear algebraic equationsnumerical examplesquasi-Monte Carlo method

Mathematics Subject Classification ID

Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Monte Carlo methods (65C05) Direct numerical methods for linear systems and matrix inversion (65F05) Finite difference methods for boundary value problems involving PDEs (65N06)

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