Numerical Experiments for Some Markov Models for Solving Boundary Value Problems

DOI10.1007/978-3-030-11539-5_57zbMath1434.65012OpenAlexW2912649929MaRDI QIDQ5235327

Alexander Sipin, Alexander I. Zejfman

Publication date: 10 October 2019

Published in: Finite Difference Methods. Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-11539-5_57

zbMATH Keywords

Monte Carlo methodboundary value problemquasi-Monte Carlo method

Mathematics Subject Classification ID

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

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