Artificial Monte Carlo interactions for solving some linear problems |
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| Authors: | V V Nekrutkin N A Rumyantsev |
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| Institution: | 1.St. Petersburg State University,St. Petersburg,Russia |
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| Abstract: | A method of artificial interaction for Monte Carlo solution of ordinary differential equations with respect to probability
measures is proposed. Under some conditions this method is advantageous over the standard method. A theoretical comparison
of the complexity of the corresponding algorithms is provided. Also, results of numerical experiments are discussed. |
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