Monte Carlo methods for the solution of nonlinear partial differential equations

DOI10.1016/0010-4655(89)90052-0zbMath0798.65111OpenAlexW2002908431MaRDI QIDQ1330602

Guillermo Marshall

Publication date: 21 July 1994

Published in: Computer Physics Communications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0010-4655(89)90052-0

zbMATH Keywords

convergencenumerical resultsnonlinear partial differential equationsstochastic modelsMarkov transitionsMonte Carlo multigrid methodstochastic smoothers

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Boundary value problems for nonlinear higher-order PDEs (35G30) Applications to the sciences (65Z05)

Related Items (3)

On the numerical integration of Burgers' equation by stochastic simulation methods ⋮ Growth pattern formation driven by external fields ⋮ A stochastic approach to computational fluid dynamics

Cites Work

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• Multigrid methods. Proceedings of the Conference Held at Köln-Porz, November 23-27, 1981
• Random choice solution of hyperbolic systems
• Design and Analysis of Parallel Monte Carlo Algorithms
• A Retrospective and Prospective Survey of the Monte Carlo Method

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