Work

Monte Carlo simulation of the general elliptic operator

Year: 1987

Type: article

Abstract: Several versions of an algorithm for Monte Carlo simulation of solutions of partial differential equations involving a general elliptic operator are developed, with the emphasis on quadratic accuracy and computational efficiency.

Source: Journal of Physics A Mathematical and General

DOI: 10.1088/0305-4470/20/10/013

Author: J Vrbik

Institution: Brock University

Language: English

Topic: Markov Chains and Monte Carlo Methods

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: bronze

OpenAlex ID: W2074527404

FWCI: 0.489

Cites: 4

Cited by: 4

Related to: 10