Next Article in Journal
Dynamic Keynesian Model of Economic Growth with Memory and Lag
Previous Article in Journal
Convergence and Best Proximity Points for Generalized Contraction Pairs
Previous Article in Special Issue
Cumulative Measure of Inaccuracy and Mutual Information in k-th Lower Record Values
Article Menu
Issue 2 (February) cover image

Export Article

Open AccessArticle
Mathematics 2019, 7(2), 177; https://doi.org/10.3390/math7020177

Monte Carlo Algorithms for the Parabolic Cauchy Problem

Institute of Mathematics, Natural Science and Computer Science, Vologda State University, 160000 Vologda, Russia
Received: 19 December 2018 / Revised: 30 January 2019 / Accepted: 12 February 2019 / Published: 15 February 2019
(This article belongs to the Special Issue Stochastic Processes: Theory and Applications)
Full-Text   |   PDF [233 KB, uploaded 15 February 2019]

Abstract

New Monte Carlo algorithms for solving the Cauchy problem for the second order parabolic equation with smooth coefficients are considered. Unbiased estimators for the solutions of this problem are constructed. View Full-Text
Keywords: parabolic equation; Cauchy problem; Monte Carlo method; unbiased estimator; von-Neumann–Ulam scheme parabolic equation; Cauchy problem; Monte Carlo method; unbiased estimator; von-Neumann–Ulam scheme
This is an open access article distributed under the Creative Commons Attribution License which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited (CC BY 4.0).
SciFeed

Share & Cite This Article

MDPI and ACS Style

Sipin, A. Monte Carlo Algorithms for the Parabolic Cauchy Problem. Mathematics 2019, 7, 177.

Show more citation formats Show less citations formats

Note that from the first issue of 2016, MDPI journals use article numbers instead of page numbers. See further details here.

Related Articles

Article Metrics

Article Access Statistics

1

Comments

[Return to top]
Mathematics EISSN 2227-7390 Published by MDPI AG, Basel, Switzerland RSS E-Mail Table of Contents Alert
Back to Top