Artificial Monte Carlo interactions for solving some linear problems

DOI10.3103/S1063454110040114zbMath1255.65014MaRDI QIDQ1759571

N. A. Rumyantsev, V. V. Nekrutkin

Publication date: 21 November 2012

Published in: Vestnik St. Petersburg University. Mathematics (Search for Journal in Brave)

zbMATH Keywords

numerical experimentsMonte Carlo methodslinear problemsartificial collisionscomplexity of solution

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Linear ordinary differential equations and systems (34A30) Numerical methods for initial value problems involving ordinary differential equations (65L05)

Cites Work

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• Central Limit Theorem for (n, k)-particle processes solving balance equations
• Two variants of a stochastic Euler method for homogeneous balance differential equations *
• Homogeneous Balance Equation for Measures: Errors of the Stochastic Solution

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