Stochastic stability and parallelism in the Monte Carlo method.

zbMath1046.65005MaRDI QIDQ1432697

Wolfgang Wagner, Sergeĭ Mikhaĭlovich Ermakov

Publication date: 15 June 2004

Published in: Doklady Mathematics (Search for Journal in Brave)

zbMATH Keywords

wave equationrandom walksdifference equationsMarkov chainMonte Carlo algorithms

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Wave equation (35L05) Numerical analysis or methods applied to Markov chains (65C40) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Parallel numerical computation (65Y05)

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