Using the Strang-Fix approximation in discrete-stochastic numerical procedures

DOI10.1515/MCMA.1997.3.2.89MaRDI QIDQ4359738zbMATH OpenOpenAlexFDO

Authors A. V. Vojtishek

Publication date 13 December 1999

Published in Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/mcma.1997.3.2.89

zbMATH Keywords

discrete-stochastic numerical procedureserror boundsintegral equations of the second kindMonte Carlo methodmultiple integralsStrang-Fix approximation

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Algorithms for approximation of functions (65D15) Numerical quadrature and cubature formulas (65D32) Numerical methods for integral equations (65R20)

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(2)

• The discrete-stochastic approaches to solving the linearized Boltzmann equation
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