Quasi-Monte Carlo Simulation of Diffusion in a Spatially Nonhomogeneous Medium

DOI10.1007/978-3-642-04107-5_21zbMath1184.65005OpenAlexW1566983542MaRDI QIDQ3405446

Christian Lécot, Rami El Haddad, G. Venkiteswaran

Publication date: 15 February 2010

Published in: Monte Carlo and Quasi-Monte Carlo Methods 2008 (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-04107-5_21

zbMATH Keywords

algorithmnumerical experimentsdiffusion equationquasi-Monte Carlo method

Mathematics Subject Classification ID

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

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