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Adaptive Monte Carlo methods for matrix equations with applications

  • Published:2009-09 Issue:2 Volume:231 Page:705-714
  • ISSN:0377-0427
  • Container-title:Journal of Computational and Applied Mathematics
  • language:en
  • Short-container-title:Journal of Computational and Applied Mathematics

Author:

Lai Yongzeng

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference27 articles.

1. Monte Carlo Principles and Neutron Transport Problems;Spanier,1969

2. Applications of Monte Carlo Quasi-Monte Carlo methods in finance: Option pricing;Lai,2000

3. Financial Modelling with Jump Processes;Cont,2003

4. Sequential Monte Carlo;Halton;Proceedings of the Cambridge Philosophical Society,1962

5. Sequential Monte Carlo techniques for the solution of linear systems;Halton;Journal of Scientific Computing,1994

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2. Adaptive Monte Carlo methods for solving hyperbolic telegraph equation;Journal of Computational and Applied Mathematics;2019-01

3. Bayesian Statistics in Structural Dynamics;Probabilistic Finite Element Model Updating Using Bayesian Statistics;2016-10-18

4. Model Selection in Finite Element Model Updating;Probabilistic Finite Element Model Updating Using Bayesian Statistics;2016-10-18

5. A Fresh View On Numerical Correction And Optimization Of Monte Carlo Algorithm And Its Application For Fractional Differential Equation;Journal of Mathematics and Computer Science;2015-10-15
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