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Exact Monte Carlo solution of elliptic partial differential equations - MaRDI portal

Exact Monte Carlo solution of elliptic partial differential equations (Q1148111)

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scientific article; zbMATH DE number 3705848
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Exact Monte Carlo solution of elliptic partial differential equations
scientific article; zbMATH DE number 3705848

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    Exact Monte Carlo solution of elliptic partial differential equations (English)
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    1981
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    Monte Carlo solution
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    continuous random walk procedure
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    constant coefficients
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