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Found 51 Documents (Results 1–51)

Markov chain Monte Carlo and numerical differential equations. (English) Zbl 1318.65007

Dieci, Luca (ed.) et al., Current challenges in stability issues for numerical differential equations. Lectures of the CIME-EMS summer school, Cetraro, Italy, June 2011. Cham: Springer; Florence: Fondazione CIME (ISBN 978-3-319-01299-5/pbk; 978-3-319-01300-8/ebook). Lecture Notes in Mathematics 2082. CIME Foundation Subseries, 39-88 (2014).
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Probabilistic representation of the solution of the initial-boundary value problem for the system of parabolic equations. (English. Russian original) Zbl 1286.35066

Theory Probab. Appl. 57, No. 4, 688-697 (2013); translation from Teor. Veroyatn. Primen. 57, No. 4, 800-809 (2012).
MSC:  35C15 60H30 35K51
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Fixed point theory in ordered sets and applications. From differential and integral equations to game theory. (English) Zbl 1209.47001

New York, NY: Springer (ISBN 978-1-4419-7584-3/hbk; 978-1-4419-7585-0/ebook). xiv, 477 p. (2011).
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Green’s functions by Monte Carlo. (English) Zbl 1184.65016

L’ Ecuyer, Pierre (ed.) et al., Monte Carlo and quasi-Monte Carlo methods 2008. Proceedings of the 8th international conference Monte Carlo and quasi-Monte Carlo methods in scientific computing, Montréal, Canada, July 6–11, 2008. Berlin: Springer (ISBN 978-3-642-04106-8/hbk). 627-636 (2009).
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MCMC methods for sampling function space. (English) Zbl 1179.65003

Jeltsch, Rolf (ed.) et al., 6th international congress on industrial and applied mathematics, ICIAM 07, Zürich, Switzerland, July 16–20 2007. Invited lectures. Zürich: European Mathematical Society (EMS) (ISBN 978-3-03719-056-2/hbk). 337-364 (2008).
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Weighted Monte Carlo algorithms with branching corresponding member of the RAS. (English. Russian original) Zbl 1161.65004

Dokl. Math. 77, No. 3, 342-344 (2008); translation from Dokl. Akad. Nauk, Ross. Akad. Nauk 420, No. 1, 24-26 (2008).
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Intrusive versus non-intrusive methods for stochastic finite elements. (English) Zbl 1149.65006

Breitner, Michael H. (ed.) et al., From nano to space. Applied mathematics inspired by Roland Bulirsch. Berlin: Springer (ISBN 978-3-540-74237-1/hbk). 161-174 (2008).
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Applied linear algebra. The decoupling principle. 2nd ed. (English) Zbl 1140.15001

Providence, RI: American Mathematical Society (AMS) (ISBN 978-0-8218-4441-0/hbk). xviii, 371 p. (2008).
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Numerical recipes. The art of scientific computing. 3rd ed. (English) Zbl 1132.65001

Cambridge: Cambridge University Press (ISBN 978-0-521-88068-8/hbk; 978-0-511-33239-5/ebook). xxi, 1235 p. (2007).
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Fundamental operator-functions of degenerate differential and difference-differential operators in Banach spaces which have a Noether operator in the principal part. (Russian, English) Zbl 1120.47022

Sib. Mat. Zh. 46, No. 6, 1393-1406 (2005); translation in Sib. Math. J. 46, No. 6, 1123-1134 (2005).
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A new class of grid-free Monte Carlo algorithms for elliptic boundary value problems. (English) Zbl 1032.65009

Dimov, Ivan (ed.) et al., Numerical methods and applications. 5th international conference, NMA 2002, Borovets, Bulgaria, August 20-24, 2002. Revised papers. Berlin: Springer. Lect. Notes Comput. Sci. 2542, 132-139 (2003).
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Exactly integrable hyperbolic equations of Liouville type. (English. Russian original) Zbl 1003.35093

Russ. Math. Surv. 56, No. 1, 61-101 (2001); translation from Usp. Mat. Nauk 56, No. 1, 63-106 (2001).
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On composition chains in algebras of pseudodifferential operators. (English. Russian original) Zbl 0896.35146

Dokl. Math. 54, No. 3, 869-871 (1996); translation from Dokl. Akad. Nauk, Ross. Akad. Nauk 351, No. 3, 301-303 (1996).
MSC:  35S05 58J40 47G30
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On an operator pencil arising in the problem of beam oscillation with internal damping. (English. Russian original) Zbl 0944.47031

Math. Notes 56, No. 2, 840-851 (1994); translation from Mat. Zametki 56, No. 2, 114-131 (1994).
MSC:  47F05 47A56 74H45 47E05 35Q72 47N20
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