Numerical probabilistic methods for solving a three-dimensional hyperbolic diffusion equation (Q1569320)

The aim of this paper is the study of the application of the Monte Carlo method in solving one of the simplest hyperbolic equations, the telegraph equation, which is very important for applications. A formula for the numerical solution of the Cauchy problem for a three-dimensional equation with initial conditions of general form is presented. This formula is convenient for the numerical realization by the Monte Carlo method.