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Monte Carlo Algorithms For Neumann Boundary Value Problem Using Fredholm Representation

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Advances in Stochastic Simulation Methods

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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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References

  1. Chorin, A. J. (1973). Numerical study of slightly viscous flow, Journal of Fluid Mechanics, 57 785–796.

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  2. Ghoniem, A. F. and Gagnon, Y. (1987). Vortex Simulation of Laminar Recirculating Flow, Journal of Computational Physics, 68 346–376.

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  4. Sabelfeld, K. K. (1992). Monte Carlo Methods in Boundary Value Problems, Novosibirsk: Nauka.

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  5. Ermakov, S. M. and Kashtanov, Y. N. (1996). Monte Carlo Neumann function, Proceedings of the 2nd St. Petersburg Workshop on Simulation, pp. 69–74, Saint Petersburg: Saint Petersburg University Press.

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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

  • eBook Packages: Springer Book Archive

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