The Solution of the Initial Mixed Boundary Value Problem for Hyperbolic Equations by Monte Carlo and Probability Difference Methods
The initial mixed boundary value problem for equations of hyperbolic type is considered. It is solved by algorithms “random walk on spheres”, “random walk on balls” and “random walk on lattices” of Monte Carlo methods and by probability difference methods.
KeywordsHyperbolic equation random walk Monte Carlo probability difference method approximation expectation
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