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Sibirskii Zhurnal Vychislitel'noi Matematiki, 2001, Volume 4, Number 4, Pages 389–402 (Mi sjvm411)  
Monte Carlo solution of a parabolic equation with a random coefficient

N. A. Simonov

Institute of Computational Mathematics and Mathematical Geophysics, Siberian Branch, Russian Academy of Sciences, Novosibirsk, Russia
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Abstract: A parabolic equation is considered. Its coefficient in the linear term, the right-hand side, and the initial value of the equation are random functions. Some Monte Carlo estimators for sample values of its solution and for some functionals are constructed and verified.
Received: 15.01.2001
Bibliographic databases:
Document Type: Article
UDC: 519.245
Language: English
Citation: N. A. Simonov, “Monte Carlo solution of a parabolic equation with a random coefficient”, Sib. Zh. Vychisl. Mat., 4:4 (2001), 389–402
Citation in format AMSBIB
\Bibitem{Sim01}
\by N.~A.~Simonov
\paper Monte Carlo solution of a~parabolic equation with a~random coefficient
\jour Sib. Zh. Vychisl. Mat.
\yr 2001
\vol 4
\issue 4
\pages 389--402
\mathnet{http://mi.mathnet.ru/sjvm411}
\zmath{https://zbmath.org/?q=an:1004.65006}
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