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The Solution of the Initial Mixed Boundary Value Problem for Hyperbolic Equations by Monte Carlo and Probability Difference Methods

  • Kanat ShakenovEmail author
Conference paper
Part of the Trends in Mathematics book series (TM)

Abstract

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.

Keywords

Hyperbolic equation random walk Monte Carlo probability difference method approximation expectation 

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Copyright information

© Springer International Publishing Switzerland 2014

Authors and Affiliations

  1. 1.al-Farabi Kazakh National UniversityAlmatyKazakhstan

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