The solution to direct and inverse problems for oscillation's equation with Monte Carlo methods

I. I. Belinskaya

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

Abstract: There are the well-known probabilistic methods for solving the elliptic and parabolic problems of mathematical physics. As for hyperbolic equations the probabilistic methods are used very seldom. In this work the Monte Carlo algorithm for solving the inverse and direct problems of the oscillation's equation is presented.

UDC: 519.245; 519.633

Received: 07.10.1998

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