New Monte Carlo methods with estimating derivatives

zbMath0841.65003MaRDI QIDQ1906228

Gennady A. Mikhailov

Publication date: 11 February 1996

Published in: Inverse and Ill-Posed Problems Series (Search for Journal in Brave)

zbMATH Keywords

textbookintegral equationsBoltzmann equationMonte Carlo methodsHelmholtz equationelliptic systemsrandom fieldsradiation transfernonlinear problemsdiffusion equationsestimation of derivativesestimation of integralsboundary value problems for elliptic equationsmetaharmonic equations

Mathematics Subject Classification ID

Random fields (60G60) Monte Carlo methods (65C05) Numerical methods for integral equations (65R20) Rarefied gas flows, Boltzmann equation in fluid mechanics (76P05) Heat equation (35K05) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Radiative transfer in astronomy and astrophysics (85A25) Inverse problems in thermodynamics and heat transfer (80A23) Probabilistic methods, stochastic differential equations (65C99)

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