New Monte Carlo methods for solving boundary value problems

G. A. Mikhailov

Institute of Computational Mathematics and Mathematical Geophysics (Computing Center), Siberian Branch of the Russian Academy of Sciences, Novosibirsk

Abstract: The article contains a survey of new Monte Carlo methods presented in recently published papers [2–9]. They are related to solving the Dirichlet problem with complex parameters, the mixed problem to a parabolic equation, a main eigenvalue estimation problem and similar problems with stochastic parameters. Besides, the effective method of improving random number generators by the modulo one summation is presented. There are used references only to papers [1–9], in which the detailed bibliography is considered.

UDC: 518:519.948

Received: 16.10.1997

Language: English

Bibliographic databases:

• 
•