On the Matrix Square Root

DOI10.1002/(SICI)1521-4001(199803)78:3%3C173::AID-ZAMM173%3E3.0.CO;2-2zbMATH Open0923.76246OpenAlexW2032292605MaRDI QIDQ4230430

Wolfgang Wagner, S. Rjasanow

Publication date: 9 May 1999

Full work available at URL: https://doi.org/10.1002/(sici)1521-4001(199803)78:3%3C173::aid-zamm173%3E3.0.co;2-2

zbMATH Keywords

convergence theoremgeneralized interaction mechanismpartial weight transferproblem of variance reduction

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic analysis applied to problems in fluid mechanics (76M35) Rarefied gas flows, Boltzmann equation in fluid mechanics (76P05)

Related Items (5)

Unnamed Item ⋮ Particle approximations for a class of stochastic partial differential equations ⋮ Stable particle methods based on Lagrangian kernels ⋮ Some stochastic particle methods for nonlinear parabolic PDEs ⋮ Semi-implicit Milstein approximation scheme for non-colliding particle systems

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