Reply to the comment on the article ``An effective particle tracing scheme on structured/unstructured grids in hybrid finite volume/PDF Monte Carlo methods by G. Li and M. F. Modest

DOI10.1016/S0021-9991(03)00007-XzbMath1018.65012OpenAlexW2479221634MaRDI QIDQ1873397

Genong Li, Michael F. Modest

Publication date: 20 May 2003

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0021-9991(03)00007-x

zbMATH Keywords

stochastic differential equationsMonte Carlo simulationsstatistical errorpredictor/corrector scheme

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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