DOI

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.

Язык оригиналаанглийский
Страницы (с-по)263-268
Число страниц6
ЖурналVestnik St. Petersburg University: Mathematics
Том43
Номер выпуска4
DOI
СостояниеОпубликовано - дек 2010

    Предметные области Scopus

  • Математика (все)

ID: 76337218