New Monte Carlo methods for solving boundary value problems (and related topics)

zbMATH Open0968.65002MaRDI QIDQ2704810

G. A. Mikhaĭlov

Publication date: 2 September 2001

zbMATH Keywords

Dirichlet problemMonte Carlo methodsparabolic equationsurvey paperrandom number generatorseigenvalue estimationstochatic parameter

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Estimates of eigenvalues in context of PDEs (35P15) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Random number generation in numerical analysis (65C10) Initial value problems for second-order parabolic equations (35K15) Numerical methods for eigenvalue problems for boundary value problems involving PDEs (65N25)

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