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Domain Decomposition Solution of Elliptic Boundary-Value Problems via Monte Carlo and Quasi-Monte Carlo Methods.

• Authors : Acebrón, Juan A.¹ ; Busico, Maria Pia ; Lanucara, Piero

• Source: SIAM Journal on Scientific Computing. 2005, Vol. 27 Issue 2, p440. 18p. 9 Color Photographs.

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ADAPTIVE AND RECURSIVE TIME RELAXED MONTE CARLO METHODS FOR RAREFIED GAS DYNAMICS.

• Authors : Trazzi, Stefano¹ ; Pareschi, Lorenzo¹ ; Wennberg, Bernt²

• Source: SIAM Journal on Scientific Computing. 2009, Vol. 31 Issue 2, p1379-1398. 20p. 3 Diagrams, 1 Chart, 13 Graphs.

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TIME RELAXED MONTE CARLO METHODS FOR THE BOLTZMANN EQUATION.

• Authors : Pareschi, Lorenzo; Russo, Giovanni

• Source: SIAM Journal on Scientific Computing. 2001, Vol. 23 Issue 4, p1253. 21p.

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Domain Decomposition Solution of Elliptic Boundary-Value Problems via Monte Carlo and Quasi-Monte Carlo Methods

• Authors : Renato Spigler; Piero Lanucara; Juan A. Acebrón

Subjects: Hybrid Monte Carlo; Computational Mathematics; Applied Mathematics

• Source: SIAM Journal on Scientific Computing. 27:440-457

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MONTE CARLO GREEKS FOR FINANCIAL PRODUCTS VIA APPROXIMATIVE TRANSITION DENSITIES.

• Authors : Kampen, Jörg¹ ; Kolodko, Anastasia¹ ; Schoenmakers, John¹

• Source: SIAM Journal on Scientific Computing. 2009, Vol. 31 Issue 1, p1-22. 22p. 4 Charts, 2 Graphs.

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STOCHASTIC ALGORITHMS WITH HERMITE CUBIC SPLINE INTERPOLATION FOR GLOBAL ESTIMATION OF SOLUTIONS OF BOUNDARY VALUE PROBLEMS.

• Authors : Makarov, Roman N.¹ ; Shkarupa, Elena V.²

• Source: SIAM Journal on Scientific Computing. 2008, Vol. 30 Issue 1, p169-188. 20p. 2 Charts.

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SOLVING THE BOLTZMANN EQUATION IN N log2 N.

• Authors : Filbet, Francis¹ ; Mouhot, Clément² ; Pareschi, Lorenzo³

• Source: SIAM Journal on Scientific Computing. 2006, Vol. 28 Issue 3, p1029-1053. 25p. 4 Charts, 9 Graphs.

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High-Order Collocation Methods for Differential Equations with Random Inputs.

• Authors : Xiu, Dongbin¹ ; Hesthaven, Jan S.²

• Source: SIAM Journal on Scientific Computing. 2006, Vol. 27 Issue 3, p1118. 22p. 2 Charts, 7 Graphs.

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CONSTRUCTING SOBOL' SEQUENCES WITH BETTER TWO-DIMENSIONAL PROJECTIONS.

• Authors : Joe, Stephen¹ ; Kuo, Frances Y.²

• Source: SIAM Journal on Scientific Computing. 2008, Vol. 30 Issue 5, p2635-2654. 20p. 2 Diagrams, 10 Charts, 1 Graph.

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Solving Linear Equations by Monte Carlo Simulation.

• Authors : Ökten, Giray¹

• Source: SIAM Journal on Scientific Computing. 2005, Vol. 27 Issue 2, p511. 21p.

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