The Monte Carlo method for solving large systems of linear ordinary differential equations

DOI10.1134/S1063454121010064zbMath1469.65118WikidataQ115247667 ScholiaQ115247667MaRDI QIDQ2038513

M. G. Smilovitskiy, Sergeĭ Mikhaĭlovich Ermakov

Publication date: 7 July 2021

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

zbMATH Keywords

integral equationMonte Carlo methodODE systemsunbiased estimatestatistical modelingqueueing problemsoptimal density

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical methods for integral equations (65R20) Numerical methods for initial value problems involving ordinary differential equations (65L05)

Related Items (1)

Stochastic computational methods and experiment design

Uses Software

• SciPy
• Python

Cites Work

• Monte Carlo method for solving ODE systems
• On solving stochastic differential equations
• Solving Ordinary Differential Equations I

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