Stochastic Algorithms with Hermite Cubic Spline Interpolation for Global Estimation of Solutions of Boundary Value Problems

DOI10.1137/040619156zbMath1159.65301OpenAlexW2046442339MaRDI QIDQ3614815

R. N. Makarov, E. V. Shkarupa

Publication date: 10 March 2009

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/040619156

zbMATH Keywords

Monte Carlo methodrandom walkcubic spline interpolationestimation of derivativesstochastic optimization problem

Mathematics Subject Classification ID

Numerical computation using splines (65D07) Monte Carlo methods (65C05) Nonlinear boundary value problems for linear elliptic equations (35J65) Complexity and performance of numerical algorithms (65Y20)

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