Monte Carlo methods for convective diffusion equations

DOI10.1515/RNAM.1997.12.1.67zbMath0876.65078OpenAlexW2017069164MaRDI QIDQ4338023

Nikolai A. Simonov

Publication date: 12 November 1997

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.1997.12.1.67

zbMATH Keywords

Cauchy problemMonte Carlo methodsMarkov chainstochastic algorithmconvective diffusion equation

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Applications to the sciences (65Z05) Initial value problems for second-order parabolic equations (35K15)

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