Monte Carlo method for solving boundary value problems for a diffusion equation with complex parameter. The Fourier transform in boundary value problems for a heat conduction equation

DOI10.1515/RNAM.2000.15.6.489zbMath1023.65002OpenAlexW2054621288MaRDI QIDQ2709559

Publication date: 29 October 2003

Published in: Russian Journal of Numerical Analysis and Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rnam.2000.15.6.489

zbMATH Keywords

Fourier transform heat equation Monte Carlo method diffusion process boundary value problem random walk on spheres

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Heat equation (35K05)

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