MONTE-CARLO METHODS FOR THE SOLUTION OF NONLINEAR PARTIAL-DIFFERENTIAL EQUATIONS

被引：11

作者：

MARSHALL, G ^{[1
]}

机构：

[1] CONSEJO NACL INVEST CIENT & TECN,BUENOS AIRES,ARGENTINA

来源：

COMPUTER PHYSICS COMMUNICATIONS | 1989年 / 56卷 / 01期

关键词：

D O I：

10.1016/0010-4655(89)90052-0

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

引用

页码：51 / 61

页数：11

共 50 条

[1] EXACT MONTE-CARLO SOLUTION OF ELLIPTIC PARTIAL-DIFFERENTIAL EQUATIONS
BOOTH, TE
JOURNAL OF COMPUTATIONAL PHYSICS, 1981, 39 (02) : 396 - 404
[2] REGIONAL MONTE-CARLO SOLUTION OF ELLIPTIC PARTIAL-DIFFERENTIAL EQUATIONS
BOOTH, TE
JOURNAL OF COMPUTATIONAL PHYSICS, 1982, 47 (02) : 281 - 290
[3] MONTE-CARLO SOLUTION OF PARTIAL-DIFFERENTIAL EQUATIONS BY SPECIAL PURPOSE DIGITAL-COMPUTER
SADEH, E
FRANKLIN, MA
IEEE TRANSACTIONS ON COMPUTERS, 1974, C 23 (04) : 389 - 397
[4] A PARALLEL ALGORITHM FOR RANDOM-WALK CONSTRUCTION WITH APPLICATION TO THE MONTE-CARLO SOLUTION OF PARTIAL-DIFFERENTIAL EQUATIONS
YOUSSEF, A
IEEE TRANSACTIONS ON PARALLEL AND DISTRIBUTED SYSTEMS, 1993, 4 (03) : 355 - 360
[5] ITERATIVE SOLUTION OF NONLINEAR PARTIAL-DIFFERENTIAL EQUATIONS
BLENDER, R
JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL, 1991, 24 (10): : L509 - L512
[6] SOLUTION OF NONLINEAR PARTIAL-DIFFERENTIAL EQUATIONS FROM BASE EQUATIONS
REID, JL
BURT, PB
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 1974, 47 (03) : 520 - 530
[7] MODIFIED DECOMPOSITION SOLUTION OF NONLINEAR PARTIAL-DIFFERENTIAL EQUATIONS
ADOMIAN, G
RACH, R
APPLIED MATHEMATICS LETTERS, 1992, 5 (06) : 29 - 30
[8] A COMPARISON OF DIFFERENTIAL QUADRATURE METHODS FOR THE SOLUTION OF PARTIAL-DIFFERENTIAL EQUATIONS
MANSELL, G
MERRYFIELD, W
SHIZGAL, B
WEINERT, U
COMPUTER METHODS IN APPLIED MECHANICS AND ENGINEERING, 1993, 104 (03) : 295 - 316
[9] Mixing monte-carlo and partial differential equations for pricing options
Tobias Lipp
Grégoire Loeper
Olivier Pironneau
Chinese Annals of Mathematics, Series B, 2013, 34 : 255 - 276
[10] Mixing monte-carlo and partial differential equations for pricing options
Lipp, Tobias
Loeper, Gregoire
Pironneau, Olivier
CHINESE ANNALS OF MATHEMATICS SERIES B, 2013, 34 (02) : 255 - 276

← 1 2 3 4 5 →