Monte Carlo Algorithms Linear Problems Boundary Value Problem Efficiency Estimator Markov Chain Parallel Algorithms
Issue Date:
2000
Publisher:
Institute of Mathematics and Informatics Bulgarian Academy of Sciences
Citation:
Pliska Studia Mathematica Bulgarica, Vol. 13, No 1, (2000), 57p-77p
Abstract:
Monte Carlo methods are a powerful tool in many fields of mathematics, physics and engineering. It is known, that these methods give statistical estimates for the functional of the solution by performing random sampling of a certain chance variable whose mathematical expectation is the desired functional. Monte Carlo methods are methods for solving problems using random variables. In the book [16] edited by Yu. A. Shreider one can find the following definition of the Monte Carlo method.
