Revisiting Kac's method: a Monte Carlo algorithm for solving the telegrapher's equations

DOI10.1016/j.matcom.2018.08.007OpenAlexW2889308432MaRDI QIDQ1997331

Michael Mascagni, Bolong Zhang, Wen-Jian Yu

Publication date: 2 March 2021

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.matcom.2018.08.007

zbMATH Keywords

Monte Carlo methodtelegrapher's equationnumerical algorithmhyperbolic partial differential equationKac's stochastic model

Mathematics Subject Classification ID

Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems (65Mxx) Probabilistic methods, stochastic differential equations (65Cxx)

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Cites Work

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