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Volumn 190, Issue 2, 2007, Pages 1593-1601
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Monte Carlo method via a numerical algorithm to solve a parabolic problem
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Author keywords
Complexity; Efficiency; Finite difference method; Markov chain; Monte Carlo method; Parabolic partial differential equation; System of linear algebraic equations
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Indexed keywords
ALGORITHMS;
COMPUTATIONAL COMPLEXITY;
FINITE DIFFERENCE METHOD;
LINEAR EQUATIONS;
MARKOV PROCESSES;
PARTIAL DIFFERENTIAL EQUATIONS;
PROBLEM SOLVING;
PARABOLIC PARTIAL DIFFERENTIAL EQUATION;
PARABOLIC PROBLEMS;
SYSTEM OF LINEAR ALGEBRAIC EQUATIONS;
MONTE CARLO METHODS;
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EID: 34250717049
PISSN: 00963003
EISSN: None
Source Type: Journal
DOI: 10.1016/j.amc.2007.02.102 Document Type: Article |
Times cited : (13)
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References (12)
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