Use of the fundamental solutions of elliptic equations for constructing Monte Carlo algorithms-Reference-Cited by-同舟云学术

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Use of the fundamental solutions of elliptic equations for constructing Monte Carlo algorithms

Published:1974-01 Issue:3 Volume:14 Page:187-194
ISSN:0041-5553
Container-title:USSR Computational Mathematics and Mathematical Physics
language:en
Short-container-title:USSR Computational Mathematics and Mathematical Physics

Author:

Elepov B.S.,Mikhailov G.A.

Publisher

Elsevier BV

Subject

General Engineering

Reference7 articles.

1. Some continuous Monte Carlo methods for the Dirichlet problem;Muller;Ann. Math. Statistics,1956

2. Solution of the Dirichlet problem for the equation by a model of “random walks on spheres”;Elepov;Zh. vȳchisl. Mat. mat. Fiz.,1969

3. Partial differential equations of parabolic type;Fridman,1968

4. The Monte Carlo method and related questions;Ermakov,1971

5. The use of approximate solutions of a conjugate problem to improve algorithms for the Monte Carlo method;Mikhailov;Zh. vȳchisl. Mat. mat. Fiz.,1969

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Monte Carlo Solution of Semi-linear Helmholtz Boundary Value Problem;Springer Proceedings in Mathematics & Statistics;2024

2. Monte Carlo Solution of Dirichlet Problem for Semi-linear Equation;Finite Difference Methods. Theory and Applications;2019

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