Geodesic
Solution of the Dirichlet difference problem for the multidimensional Helmholtz equation by the Monte Carlo method
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 38 (1998) no. 1, pp. 99-106 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

@article{ZVMMF_1998_38_1_a10,
     author = {G. A. Mikhailov and A. F. Cheshkova},
     title = {Solution of the {Dirichlet} difference problem for the multidimensional {Helmholtz} equation by the {Monte} {Carlo} method},
     journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
     pages = {99--106},
     year = {1998},
     volume = {38},
     number = {1},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZVMMF_1998_38_1_a10/}
}
TY  - JOUR
AU  - G. A. Mikhailov
AU  - A. F. Cheshkova
TI  - Solution of the Dirichlet difference problem for the multidimensional Helmholtz equation by the Monte Carlo method
JO  - Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki
PY  - 1998
SP  - 99
EP  - 106
VL  - 38
IS  - 1
UR  - http://geodesic.mathdoc.fr/item/ZVMMF_1998_38_1_a10/
LA  - ru
ID  - ZVMMF_1998_38_1_a10
ER  - 
%0 Journal Article
%A G. A. Mikhailov
%A A. F. Cheshkova
%T Solution of the Dirichlet difference problem for the multidimensional Helmholtz equation by the Monte Carlo method
%J Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki
%D 1998
%P 99-106
%V 38
%N 1
%U http://geodesic.mathdoc.fr/item/ZVMMF_1998_38_1_a10/
%G ru
%F ZVMMF_1998_38_1_a10
G. A. Mikhailov; A. F. Cheshkova. Solution of the Dirichlet difference problem for the multidimensional Helmholtz equation by the Monte Carlo method. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 38 (1998) no. 1, pp. 99-106. http://geodesic.mathdoc.fr/item/ZVMMF_1998_38_1_a10/

[1] Bakhvalov N. S., Chislennye metody, Nauka, M., 1973 | Zbl

[2] Sobol I. M., Chislennye metody Monte-Karlo, Nauka, M., 1973

[3] Amann H., “Optimale Anfangsverteilungen bei der Monte-Carlo-Methode mit Informationsspeicherung”, Z. Angew. Math. und Mech., 47 (1967), 285–299 | DOI | Zbl

[4] Ermakov S. M., Mikhailov G. A., Statisticheskoe modelirovanie, Nauka, M., 1982

[5] Feller V., Vvedenie v teoriyu veroyatnostei i ee prilozheniya, v. 2, Mir, M., 1967

[6] Mikhailov G. A., Cheshkova A. F., “Reshenie zadachi Dirikhle dlya ellipticheskikh sistem s peremennymi parametrami metodom Monte-Karlo”, Dokl. RAN, 336:6 (1994), 737–740