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Volumn 190, Issue 2, 2007, Pages 1593-1601

Monte Carlo method via a numerical algorithm to solve a parabolic problem

Author keywords

Complexity; Efficiency; Finite difference method; Markov chain; Monte Carlo method; Parabolic partial differential equation; System of linear algebraic equations

Indexed keywords

ALGORITHMS; COMPUTATIONAL COMPLEXITY; FINITE DIFFERENCE METHOD; LINEAR EQUATIONS; MARKOV PROCESSES; PARTIAL DIFFERENTIAL EQUATIONS; PROBLEM SOLVING;

EID: 34250717049     PISSN: 00963003     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.amc.2007.02.102     Document Type: Article
Times cited : (13)

References (12)
  • 2
    • 0027699921 scopus 로고
    • Monte Carlo algorithms: performance analysis for some computer architectures
    • Dimov I.T., and Tonev O. Monte Carlo algorithms: performance analysis for some computer architectures. Journal of Computational and Applied Mathematics 48 (1993) 253-277
    • (1993) Journal of Computational and Applied Mathematics , vol.48 , pp. 253-277
    • Dimov, I.T.1    Tonev, O.2
  • 3
    • 85162635208 scopus 로고
    • Monte Carlo methods for the iteration of linear operators
    • Curtiss J.H. Monte Carlo methods for the iteration of linear operators. Journal of Mathematical Physics 32 4 (1954) 209-232
    • (1954) Journal of Mathematical Physics , vol.32 , Issue.4 , pp. 209-232
    • Curtiss, J.H.1
  • 4
    • 0036568558 scopus 로고    scopus 로고
    • Solving systems of linear equations with relaxed Monte Carlo method
    • Tan C.J.K. Solving systems of linear equations with relaxed Monte Carlo method. The Journal of Supercomputing 22 (2002) 113-123
    • (2002) The Journal of Supercomputing , vol.22 , pp. 113-123
    • Tan, C.J.K.1
  • 6
    • 18744412104 scopus 로고    scopus 로고
    • Identification of a time-dependent coefficient in a partial differential equation subject to an extra measurement
    • Dehghan M. Identification of a time-dependent coefficient in a partial differential equation subject to an extra measurement. Numerical Methods for Partial Differential Equations 21 3 (2005) 611-622
    • (2005) Numerical Methods for Partial Differential Equations , vol.21 , Issue.3 , pp. 611-622
    • Dehghan, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.