Extension of the hybrid Monte Carlo method for boundary-value problems

10.1177/003754977302100605 ◽

1973 ◽

Vol 21 (6) ◽

pp. 177-179 ◽

Author(s):

Ludwig Fahrmeir

Keyword(s):

Monte Carlo ◽

Monte Carlo Method ◽

Boundary Value Problems ◽

Boundary Value ◽

Hybrid Monte Carlo

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Solution of stationary boundary value problems for the Boltzmann equation by the Monte Carlo method

Monte Carlo Methods and Applications ◽

10.1515/mcma.1999.5.3.263 ◽

1999 ◽

Vol 5 (3) ◽

Author(s):

S.V. Rogasinsky

Keyword(s):

Monte Carlo ◽

Boltzmann Equation ◽

Monte Carlo Method ◽

Boundary Value Problems ◽

Boundary Value ◽

Stationary Boundary ◽

The Boltzmann Equation ◽

The Monte Carlo Method

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Solution of two boundary value problems by the monte carlo method

USSR Computational Mathematics and Mathematical Physics ◽

10.1016/0041-5553(76)90081-1 ◽

1976 ◽

Vol 16 (1) ◽

pp. 153-161

Author(s):

A.A. Kronberg

Keyword(s):

Monte Carlo ◽

Monte Carlo Method ◽

Boundary Value Problems ◽

Boundary Value ◽

The Monte Carlo Method

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On a Monte Carlo method for biharmonic boundary value problems

ZAMM ‐ Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik ◽

10.1002/zamm.19730530502 ◽

1973 ◽

Vol 53 (5) ◽

pp. 293-298 ◽

Author(s):

K. Gopalsamy ◽

B. D. Aggarwala

Keyword(s):

Monte Carlo ◽

Monte Carlo Method ◽

Boundary Value Problems ◽

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Solving boundary value problems with complex parameters by the Monte Carlo method

Siberian Mathematical Journal ◽

10.1007/bf02104668 ◽

1996 ◽

Vol 37 (4) ◽

pp. 775-781 ◽

Author(s):

G. A. Mikhaîlov ◽

B. V. Men'shchikov

Keyword(s):

Monte Carlo ◽

Monte Carlo Method ◽

Boundary Value Problems ◽

Boundary Value ◽

The Monte Carlo Method

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The sweeping and averaging principle when constructing Monte Carlo method algorithms for solving boundary value problems

USSR Computational Mathematics and Mathematical Physics ◽

10.1016/s0041-5553(83)80050-0 ◽

1983 ◽

Vol 23 (2) ◽

pp. 71-79

Author(s):

K.K. Sabel'fel'd

Keyword(s):

Monte Carlo ◽

Monte Carlo Method ◽

Boundary Value Problems ◽

Boundary Value ◽

Averaging Principle

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Solution of two dirichlet boundary value problems by the Monte Carlo method

USSR Computational Mathematics and Mathematical Physics ◽

10.1016/0041-5553(79)90010-7 ◽

1979 ◽

Vol 19 (2) ◽

pp. 119-134 ◽

Author(s):

A.S. Sipin

Keyword(s):

Monte Carlo ◽

Monte Carlo Method ◽

Boundary Value Problems ◽

Dirichlet Boundary ◽

Boundary Value ◽

The Monte Carlo Method

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Monte Carlo method for solving boundary value problems for a diffusion equation with complex parameter. The Fourier transform in boundary value problems for a heat conduction equation

Russian Journal of Numerical Analysis and Mathematical Modelling ◽

10.1515/rnam.2000.15.6.489 ◽

2000 ◽

Vol 15 (6) ◽

Author(s):

B. V. MENCHTCHIKOV

Keyword(s):

Monte Carlo ◽

Fourier Transform ◽

Heat Conduction ◽

Monte Carlo Method ◽

Diffusion Equation ◽

Boundary Value Problems ◽

Heat Conduction Equation ◽

Boundary Value ◽

Conduction Equation ◽

The Fourier Transform

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A Quasi-Monte Carlo Method for Elliptic Boundary Value Problems

Monte Carlo Methods and Applications ◽

10.1515/mcma.2001.7.3-4.283 ◽

2001 ◽

Vol 7 (3-4) ◽

Author(s):

Michael Mascagni ◽

Aneta Karaivanova ◽

Yaohang Li

Keyword(s):

Monte Carlo ◽

Monte Carlo Method ◽

Boundary Value Problems ◽

Elliptic Boundary ◽

Boundary Value ◽

Elliptic Boundary Value Problems ◽

Elliptic Boundary Value ◽

Quasi Monte Carlo

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Solution of boundary value problems for nonlinear elliptic equations by the Monte Carlo method

Russian Journal of Numerical Analysis and Mathematical Modelling ◽

10.1515/rnam.1999.14.5.453 ◽

1999 ◽

Vol 14 (5) ◽

Author(s):

R. N. MAKAROV

Keyword(s):

Monte Carlo ◽

Monte Carlo Method ◽

Boundary Value Problems ◽

Elliptic Equations ◽

Boundary Value ◽

Nonlinear Elliptic Equations ◽

Nonlinear Elliptic ◽

The Monte Carlo Method

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Monte Carlo Methods for Boundary-Value Problems (BVP)

Monte Carlo Methods for Applied Scientists ◽

10.1142/9789812779892_0006 ◽

2007 ◽

pp. 133-159

Keyword(s):

Monte Carlo ◽

Boundary Value Problems ◽

Monte Carlo Methods ◽

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