A Randomized Quasi-Monte Carlo Algorithms for Some Boundary Value Problems

DOI10.1007/978-3-030-56323-3_2zbMath1452.65386OpenAlexW3094050606MaRDI QIDQ5132129

Alexander Sipin

Publication date: 9 November 2020

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-56323-3_2

zbMATH Keywords

boundary value problemsMonte Carlo methodrandomized quasi-Monte Carlo method

Mathematics Subject Classification ID

Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Monte Carlo methods (65C05)

Uses Software

• rhalton

Cites Work

• Numerical Experiments for Some Markov Models for Solving Boundary Value Problems
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