The solution of a mixed problem for equations of the parabolic and hyperbolic type by the Monte Carlo method

DOI10.1016/0041-5553(84)90040-5zbMATH Open0568.65083OpenAlexW1969466229MaRDI QIDQ3685137

E. O. Dzhetybaev, K. K. Sabelfeld

Publication date: 1984

Published in: USSR Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0041-5553(84)90040-5

zbMATH Keywords

Laplace transformheat equationwave equationnumerical examples

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Applications to the sciences (65Z05) Partial differential equations of mixed type and mixed-type systems of partial differential equations (35M99)

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