Research output: Contribution to journal › Article › peer-review
A method of artificial interaction for Monte Carlo solution of ordinary differential equations with respect to probability measures is proposed. Under some conditions this method is advantageous over the standard method. A theoretical comparison of the complexity of the corresponding algorithms is provided. Also, results of numerical experiments are discussed.
| Original language | English |
|---|---|
| Pages (from-to) | 263-268 |
| Number of pages | 6 |
| Journal | Vestnik St. Petersburg University: Mathematics |
| Volume | 43 |
| Issue number | 4 |
| DOIs | |
| State | Published - Dec 2010 |
ID: 76337218