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Random Walk on Spheres algorithm
Items for "Random Walk on Spheres algorithm"
Functional Random Walk on Spheres algorithm for biharmonic equation: optimization and error estimation
The global algorithm of Random Walk on Spheres suggested in [Sabelfeld K.K. Monte Carlo methods in boundary problems...
Keywords: Random Walk on Spheres algorithm, global estimators, biharmonic equation, optimization and error estimation, multilinear interpolation
01/2003 | Monte Carlo Methods and Applications, Walter de Gruyter