The “walk in hemispheres” process and its applications to solving boundary value problems-Reference-Cited by-同舟云学术

The “walk in hemispheres” process and its applications to solving boundary value problems

Published:2009-09 Issue:3 Volume:42 Page:155-163
ISSN:1063-4541
Container-title:Vestnik St. Petersburg University: Mathematics
language:en
Short-container-title:Vestnik St.Petersb. Univ.Math.

Author:

Ermakov S. M.,Sipin A. S.

Publisher

Allerton Press

Subject

General Mathematics

Link

http://link.springer.com/content/pdf/10.3103/S1063454109030029.pdf

Reference12 articles.

1. S. M. Ermakov, Monte Carlo Methods in Computational Mathematics: An Introductory Course (St. Petersburg, 2009).

2. S. M. Ermakov and G. A. Mikhailov, A Course in Statistical Modeling (Nauka, Moscow, 1976) [in Russian].

3. M. E. Muller, “Some Continuous Monte Carlo Methods for the Dirichlet Problem,” Ann. Math. Stat. 27(3), 569–589 (1956).

4. A. S. Sipin, “Solving First Boundary Value Problem for Elliptic Equation by Monte Carlo Method,” in Monte Carlo Methods in Comput. Math. and Math. Phys. (Novosibirsk, 1979), vol. 2, 113–119.

5. S. M. Ermakov, V. V. Nekrutkin, and A. S. Sipin, Random Processes for Classical Equations of Mathematical Physics (Nauka, Moscow, 1984; Kluwer, Dordrecht, 1989).

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