Title :
Remarks on Monte Carlo method approximation evolution equations
Author_Institution :
Dept. of Appl. Math. & Comput. Sci., NSTU, Novosibirsk, Russia
fDate :
26 June-2 July 2005
Abstract :
This paper specifies a scheme of random walking, which uses Monte Carlo method for approximating diffusion and telegraph equations.
Keywords :
Monte Carlo methods; diffusion; master equation; random processes; Monte Carlo method; approximation evolution equations; diffusion equations; random walking; telegraph equations; Argon; Computer science; Convergence; Equations; Erbium; Gaussian distribution; Legged locomotion; Mathematics; Random processes; Telegraphy;
Conference_Titel :
Science and Technology, 2005. KORUS 2005. Proceedings. The 9th Russian-Korean International Symposium on
Print_ISBN :
0-7803-8943-3
DOI :
10.1109/KORUS.2005.1507649
