Abstract
The paper deals with Monte Carlo algorithms for the calculation of the solution of Neumann boundary value problem. Estimators, which have finite variance up to the boundary, are pointed out. The developed estimators are applied to the solution of Navier-Stokes equations by method of vortex simulation.
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© 2000 Springer Science+Business Media New York
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Kashtanov, Y.N., Kuchkova, I.N. (2000). Monte Carlo Algorithms For Neumann Boundary Value Problem Using Fredholm Representation. In: Balakrishnan, N., Melas, V.B., Ermakov, S. (eds) Advances in Stochastic Simulation Methods. Statistics for Industry and Technology. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-1-4612-1318-5_2
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DOI: https://doi.org/10.1007/978-1-4612-1318-5_2
Publisher Name: Birkhäuser, Boston, MA
Print ISBN: 978-1-4612-7091-1
Online ISBN: 978-1-4612-1318-5
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