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The weight Monte Carlo method for estimating derivatives of the solution to the adjoint diffusion equation - MaRDI portal

The weight Monte Carlo method for estimating derivatives of the solution to the adjoint diffusion equation

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Publication:859283

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zbMath1223.65004MaRDI QIDQ859283

A. V. Burmistrov, Gennady A. Mikhailov

Publication date: 12 January 2007

Published in: Doklady Mathematics (Search for Journal in Brave)

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Boundary value problems for second-order elliptic equations (35J25)

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