DocumentCode
1986213
Title
Remarks on Monte Carlo method approximation evolution equations
Author
Lezhnev, E.V.
Author_Institution
Dept. of Appl. Math. & Comput. Sci., NSTU, Novosibirsk, Russia
fYear
2005
fDate
26 June-2 July 2005
Firstpage
83
Lastpage
85
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Science and Technology, 2005. KORUS 2005. Proceedings. The 9th Russian-Korean International Symposium on
Print_ISBN
0-7803-8943-3
Type
conf
DOI
10.1109/KORUS.2005.1507649
Filename
1507649
Link To Document