Return to Coronet Books main page
Parametric Estimates by the Monte Carlo Method
By G.A. Mikhailov
This monograph is devoted to the further development of parametric weight Monte Carlo estimates for solving linear and nonlinear integral equations, radiation transfer equations, and boundary value problems, including problems with random parameters. The use of these estimates leads to the construction of new, effective Monte Carlo methods for calculating parametric multiple derivatives of solutions and for the main eigenvalues.