Monte Carlo simulation via a numerical algorithm for solving a nonlinear inverse problem

DOI10.1016/j.cnsns.2009.08.025zbMath1222.65005OpenAlexW2056979308MaRDI QIDQ720144

Morteza Ebrahimi, Rahman Farnoosh

Publication date: 13 October 2011

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cnsns.2009.08.025

zbMATH Keywords

Monte Carlo optimizationdiffusion coefficientnonlinear inverse problemrandom search algorithmfinite differences scheme

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Inverse problems for PDEs (35R30) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Numerical methods for inverse problems for initial value and initial-boundary value problems involving PDEs (65M32)

Cites Work

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• An Inverse Problem for a Nonlinear Diffusion Equation
• Determining Unknown Coefficients in a Nonlinear Heat Conduction Problem
• Stopping rules for Landweber-type iteration
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