Abstract

One of advantages of the Monte Carlo methods consists in capability to evaluate various functionals by weighting estimates, for instance, it is possible to evaluate the eigenvalues by using the estimate of the parametric derivations of the solution. The other significant application of weight estimates consists in capability of parametric extension of the solution in the case when a solution of the problem and its estimate are analytic functions. In the present paper, applications of parametric estimates of the Monte Carlo method are illustrated on various numerate examples for the boundary value problems.

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makarov.pdf4.37 MB

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31-42