Monte Carlo methods for convective diffusion equations

被引：2
|
作者：
Simonov, NA
机构：
[1] Computer Center, Siberian Branch, Russian Academy of Sciences
来源：
RUSSIAN JOURNAL OF NUMERICAL ANALYSIS AND MATHEMATICAL MODELLING | 1997年 / 12卷 / 01期
关键词：
D O I：
10.1515/rnam.1997.12.1.67
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper we consider the convective diffusion equation in a multidimensional Euclidean space. We construct random walk algorithms for the first boundary value problem and the Cauchy problem, representing the solution as a sum of heat potentials. We prove that the estimates obtained are unbiased and have finite variance.
引用
收藏
页码：67 / 81
页数：15
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